+182.7%
SOXL vs XLP
+33.4%
+149.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.8% |
| 7D | +16.4% | -1.4% | +17.8% | +18.1% |
| 30D | -12.1% | -1.3% | -10.8% | -11.8% |
| 3M | -41.7% | +1.8% | -43.5% | -47.9% |
| 6M | +157.4% | -0.8% | +158.2% | +135.3% |
| YTD | +193.3% | +9.5% | +183.8% | +117.6% |
| 1Y | +355.3% | +7.2% | +348.2% | +240.5% |
| 3Y | +484.2% | +27.1% | +457.0% | +151.1% |
| 5Y | +182.7% | +32.0% | +150.6% | +35.8% |
| All | +182.7% | +33.4% | +149.3% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling