+20,174.1%
SOXL vs XLK
+1,961.0%
+18,213.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +0.4% |
| 7D | +3.9% | +0.2% | +3.7% | +3.5% |
| 30D | -14.3% | -0.6% | -13.7% | -10.4% |
| 3M | -45.6% | +2.6% | -48.2% | -37.3% |
| 6M | +117.2% | +34.0% | +83.2% | +15.6% |
| YTD | +189.8% | +30.7% | +159.2% | +78.3% |
| 1Y | +317.7% | +39.2% | +278.5% | +128.5% |
| 3Y | +478.6% | +120.4% | +358.2% | +28.7% |
| 5Y | +169.5% | +148.8% | +20.7% | -17.5% |
| 10Y | +5,222.1% | +803.3% | +4,418.8% | -49.8% |
| All | +20,174.1% | +1,961.0% | +18,213.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling