+2,180.9%
SOXL vs XLP
+137.2%
+2,043.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.5% | +17.3% | +16.9% |
| 7D | -1.0% | -0.5% | -0.4% | +1.1% |
| 30D | -48.6% | +8.3% | -56.9% | -58.9% |
| 3M | -50.3% | +8.7% | -59.0% | -62.2% |
| 6M | -65.3% | +11.2% | -76.5% | -78.6% |
| YTD | +57.2% | +20.0% | +37.2% | -22.3% |
| 1Y | +58.0% | +21.3% | +36.7% | -25.4% |
| 3Y | +226.2% | +43.8% | +182.4% | -18.1% |
| 5Y | +10.5% | +43.3% | -32.8% | -67.8% |
| 10Y | +2,180.9% | +136.8% | +2,044.1% | +202.0% |
| All | +2,180.9% | +137.2% | +2,043.7% | +202.0% |
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