+8,242.4%
SOXL vs XLRE
+109.5%
+8,132.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +3.5% |
| 7D | +3.9% | -1.2% | +5.0% | +6.5% |
| 30D | -14.3% | -2.4% | -11.9% | -10.3% |
| 3M | -45.6% | -2.5% | -43.1% | -46.9% |
| 6M | +117.2% | +4.0% | +113.2% | +84.3% |
| YTD | +189.8% | +9.3% | +180.6% | +120.4% |
| 1Y | +317.7% | +5.6% | +312.2% | +238.9% |
| 3Y | +478.6% | +31.3% | +447.3% | +206.3% |
| 5Y | +169.5% | +9.5% | +160.0% | +165.7% |
| 10Y | +5,222.1% | +89.0% | +5,133.1% | +2,597.6% |
| All | +8,242.4% | +109.5% | +8,132.9% | +3,578.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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