+363.2%
SOXL vs XLP
+6.1%
+357.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | -1.6% |
| 7D | +18.4% | -2.9% | +21.3% | +8.1% |
| 30D | -3.2% | -2.2% | -0.9% | -8.2% |
| 3M | -37.6% | -0.6% | -37.0% | -32.6% |
| 6M | +136.1% | -2.2% | +138.2% | +146.0% |
| YTD | +199.5% | +8.3% | +191.2% | +325.7% |
| 1Y | +363.2% | +5.7% | +357.5% | +535.3% |
| All | +363.2% | +6.1% | +357.1% | +535.3% |
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