+1,948.9%
SOXL vs XLP
+139.1%
+1,809.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.4% | -12.4% | -13.8% |
| 7D | +26.9% | +2.5% | +24.3% | +20.9% |
| 30D | -47.2% | +7.3% | -54.5% | -56.7% |
| 3M | -59.9% | +8.1% | -67.9% | -69.1% |
| 6M | -68.3% | +10.5% | -78.8% | -80.1% |
| YTD | +38.8% | +21.2% | +17.7% | -32.9% |
| 1Y | +48.8% | +22.7% | +26.1% | -31.6% |
| 3Y | +196.5% | +44.8% | +151.7% | -26.6% |
| 5Y | -5.0% | +44.7% | -49.8% | -73.0% |
| All | +1,948.9% | +139.1% | +1,809.8% | +164.9% |
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