+357.4%
SOXL vs XLY
-0.5%
+357.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +13.5% |
| 7D | +5.3% | -2.0% | +7.3% | +10.8% |
| 30D | -11.2% | -3.1% | -8.1% | -5.0% |
| 3M | -55.4% | -1.8% | -53.5% | -52.8% |
| 6M | +107.1% | -0.9% | +108.0% | +119.0% |
| YTD | +179.0% | -3.4% | +182.4% | +216.9% |
| 1Y | +357.4% | -1.5% | +358.9% | +426.6% |
| All | +357.4% | -0.5% | +357.8% | +426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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