+317.7%
SOXL vs XLY
-2.6%
+320.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +2.8% |
| 7D | +3.9% | -1.7% | +5.6% | +8.7% |
| 30D | -14.3% | -4.2% | -10.1% | -5.7% |
| 3M | -45.6% | -2.7% | -42.9% | -43.8% |
| 6M | +117.2% | -0.6% | +117.8% | +125.3% |
| YTD | +189.8% | -5.0% | +194.9% | +245.3% |
| 1Y | +317.7% | -4.1% | +321.8% | +396.1% |
| All | +317.7% | -2.6% | +320.4% | +396.1% |
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