+55.9%
SOXL vs XLP
+24.3%
+31.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | +3.4% |
| 7D | -37.9% | +5.9% | -43.8% | -21.3% |
| 30D | -59.4% | +13.5% | -72.9% | -32.4% |
| 3M | -52.3% | +8.4% | -60.7% | -29.5% |
| 6M | -47.7% | +11.5% | -59.2% | -9.0% |
| YTD | +58.8% | +20.6% | +38.1% | +248.1% |
| 1Y | +55.9% | +24.3% | +31.6% | +272.7% |
| All | +55.9% | +24.3% | +31.6% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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