+162.3%
SOXL vs XLV
+33.9%
+128.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.6% |
| 7D | +3.9% | -3.6% | +7.4% | +12.3% |
| 30D | -14.3% | -1.8% | -12.5% | -13.6% |
| 3M | -45.6% | +7.8% | -53.4% | -62.2% |
| 6M | +117.2% | +9.1% | +108.1% | +43.1% |
| YTD | +189.8% | +7.7% | +182.1% | +97.5% |
| 1Y | +317.7% | +20.4% | +297.3% | +96.8% |
| 3Y | +478.6% | +30.8% | +447.9% | +112.9% |
| All | +162.3% | +33.9% | +128.4% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling