+156.4%
SOXL vs XLP
+42.1%
+114.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.3% | +13.8% | +10.9% |
| 7D | -40.3% | +0.7% | -41.1% | -39.5% |
| 30D | -71.1% | +10.3% | -81.3% | -67.0% |
| 3M | -65.2% | +6.5% | -71.8% | -61.2% |
| 6M | -72.3% | +8.4% | -80.6% | -68.5% |
| YTD | +9.4% | +18.2% | -8.8% | +19.6% |
| 1Y | +7.0% | +22.4% | -15.5% | +13.8% |
| 3Y | +156.4% | +41.9% | +114.5% | +121.3% |
| All | +156.4% | +42.1% | +114.3% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling