+162.3%
SOXL vs XLY
+28.1%
+134.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +2.4% |
| 7D | +3.9% | -1.7% | +5.6% | +9.5% |
| 30D | -14.3% | -4.2% | -10.1% | -4.4% |
| 3M | -45.6% | -2.7% | -42.9% | -43.9% |
| 6M | +117.2% | -0.6% | +117.8% | +127.6% |
| YTD | +189.8% | -5.0% | +194.9% | +254.3% |
| 1Y | +317.7% | -4.1% | +321.8% | +414.4% |
| 3Y | +478.6% | +33.6% | +445.0% | +264.0% |
| All | +162.3% | +28.1% | +134.2% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling