+20,174.1%
SOXL vs XLY
+768.3%
+19,405.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +2.3% |
| 7D | +3.9% | -1.7% | +5.6% | +9.7% |
| 30D | -14.3% | -4.2% | -10.1% | -4.1% |
| 3M | -45.6% | -2.7% | -42.9% | -43.9% |
| 6M | +117.2% | -0.6% | +117.8% | +127.5% |
| YTD | +189.8% | -5.0% | +194.9% | +255.1% |
| 1Y | +317.7% | -4.1% | +321.8% | +415.3% |
| 3Y | +478.6% | +33.6% | +445.0% | +256.1% |
| 5Y | +169.5% | +28.7% | +140.8% | +211.9% |
| 10Y | +5,222.1% | +219.6% | +5,002.4% | +680.6% |
| All | +20,174.1% | +768.3% | +19,405.8% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling