+58.0%
SOXL vs XLP
+22.6%
+35.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.5% | +17.3% | +19.4% |
| 7D | -1.0% | -0.5% | -0.4% | -5.0% |
| 30D | -48.6% | +8.3% | -56.9% | -28.4% |
| 3M | -50.3% | +8.7% | -59.0% | -27.8% |
| 6M | -65.3% | +11.2% | -76.5% | -42.3% |
| YTD | +57.2% | +20.0% | +37.2% | +224.8% |
| 1Y | +58.0% | +21.3% | +36.7% | +231.7% |
| All | +58.0% | +22.6% | +35.5% | +231.7% |
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