+5,399.0%
SOXL vs XLP
+102.3%
+5,296.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +4.6% |
| 7D | +18.4% | -2.9% | +21.3% | +25.6% |
| 30D | -3.2% | -2.2% | -0.9% | -0.7% |
| 3M | -37.6% | -0.6% | -37.0% | -45.1% |
| 6M | +136.1% | -2.2% | +138.2% | +107.3% |
| YTD | +199.5% | +8.3% | +191.2% | +97.9% |
| 1Y | +363.2% | +5.7% | +357.5% | +208.9% |
| 3Y | +496.5% | +25.7% | +470.8% | +119.3% |
| 5Y | +184.8% | +31.3% | +153.5% | +6.4% |
| 10Y | +5,399.0% | +106.2% | +5,292.8% | +875.7% |
| All | +5,399.0% | +102.3% | +5,296.7% | +875.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling