-35.9%
SOXL vs XLU
-3.2%
-32.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.1% | -8.8% |
| 7D | +8.5% | -1.2% | +9.6% | +7.3% |
| 30D | -13.0% | -2.5% | -10.4% | -14.7% |
| 3M | -35.9% | -2.7% | -33.2% | -29.7% |
| All | -35.9% | -3.2% | -32.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3mo: compounded portfolio wealth divided by compounded XLU 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…
3mo analysis · Full analysis span regression · Available span rolling