+19,165.6%
SOXL vs XLI
+672.2%
+18,493.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -5.7% |
| 7D | +8.5% | -2.3% | +10.7% | +17.0% |
| 30D | -13.0% | -8.2% | -4.8% | +15.8% |
| 3M | -35.9% | +0.8% | -36.7% | -31.2% |
| 6M | +112.1% | +0.8% | +111.2% | +147.7% |
| YTD | +175.4% | +10.5% | +164.9% | +146.3% |
| 1Y | +304.9% | +14.1% | +290.7% | +243.6% |
| 3Y | +448.6% | +68.6% | +380.0% | +103.6% |
| 5Y | +156.1% | +80.4% | +75.7% | +20.1% |
| 10Y | +4,957.3% | +254.6% | +4,702.7% | +476.0% |
| All | +19,165.6% | +672.2% | +18,493.4% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling