+55.9%
SOXL vs XLK
+19.7%
+36.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -37.9% | -7.6% | -30.3% | -6.6% |
| 30D | -59.4% | -12.2% | -47.2% | -18.7% |
| 3M | -52.3% | -5.5% | -46.9% | -28.0% |
| 6M | -47.7% | +9.2% | -56.9% | -38.8% |
| YTD | +58.8% | +23.0% | +35.7% | +26.4% |
| 1Y | +55.9% | +20.7% | +35.2% | +43.6% |
| All | +55.9% | +19.7% | +36.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling