+20,174.1%
SOXL vs XLU
+399.0%
+19,775.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.7% |
| 7D | +3.9% | -1.6% | +5.5% | +6.7% |
| 30D | -14.3% | -3.3% | -11.0% | -9.6% |
| 3M | -45.6% | -3.2% | -42.5% | -43.9% |
| 6M | +117.2% | -7.0% | +124.1% | +136.0% |
| YTD | +189.8% | +0.6% | +189.2% | +176.5% |
| 1Y | +317.7% | +2.4% | +315.3% | +289.5% |
| 3Y | +478.6% | +46.3% | +432.4% | +188.9% |
| 5Y | +169.5% | +44.0% | +125.5% | +43.6% |
| 10Y | +5,222.1% | +140.1% | +5,082.0% | +1,145.2% |
| All | +20,174.1% | +399.0% | +19,775.1% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling