+19,418.6%
SOXL vs XLP
+381.2%
+19,037.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +11.9% |
| 7D | +5.3% | -1.0% | +6.4% | +7.8% |
| 30D | -11.2% | -0.9% | -10.3% | -11.5% |
| 3M | -55.4% | +3.8% | -59.2% | -66.7% |
| 6M | +107.1% | -1.7% | +108.9% | +76.0% |
| YTD | +179.0% | +10.3% | +168.8% | +65.8% |
| 1Y | +357.4% | +7.8% | +349.6% | +173.0% |
| 3Y | +397.5% | +27.2% | +370.3% | +58.3% |
| 5Y | +155.9% | +32.5% | +123.4% | -18.0% |
| 10Y | +4,301.6% | +101.8% | +4,199.8% | +442.3% |
| All | +19,418.6% | +381.2% | +19,037.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling