+357.4%
SOXL vs XLV
+27.5%
+329.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +8.9% |
| 7D | +5.3% | +0.2% | +5.2% | +5.6% |
| 30D | -11.2% | +4.4% | -15.6% | -7.6% |
| 3M | -55.4% | +13.2% | -68.6% | -54.7% |
| 6M | +107.1% | +10.1% | +97.0% | +117.7% |
| YTD | +179.0% | +11.7% | +167.3% | +189.8% |
| 1Y | +357.4% | +26.9% | +330.4% | +338.6% |
| All | +357.4% | +27.5% | +329.8% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling