+162.3%
SOXL vs XLU
+42.8%
+119.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.6% |
| 7D | +3.9% | -1.6% | +5.5% | +6.2% |
| 30D | -14.3% | -3.3% | -11.0% | -10.5% |
| 3M | -45.6% | -3.2% | -42.5% | -44.2% |
| 6M | +117.2% | -7.0% | +124.1% | +132.9% |
| YTD | +189.8% | +0.6% | +189.2% | +177.6% |
| 1Y | +317.7% | +2.4% | +315.3% | +293.2% |
| 3Y | +478.6% | +46.3% | +432.4% | +228.0% |
| All | +162.3% | +42.8% | +119.5% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling