+112.1%
SOXL vs XLU
-7.6%
+119.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.1% | -8.1% |
| 7D | +8.5% | -1.2% | +9.6% | +8.4% |
| 30D | -13.0% | -2.5% | -10.4% | -12.9% |
| 3M | -35.9% | -2.7% | -33.2% | -37.3% |
| 6M | +112.1% | -7.5% | +119.5% | +114.3% |
| All | +112.1% | -7.6% | +119.7% | +114.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling