+20,415.5%
SOXL vs XOP
+44.6%
+20,370.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +3.4% |
| 7D | +16.4% | +0.6% | +15.8% | +15.6% |
| 30D | -12.1% | +16.5% | -28.6% | -26.0% |
| 3M | -41.7% | +15.7% | -57.4% | -52.3% |
| 6M | +157.4% | +19.2% | +138.2% | +92.6% |
| YTD | +193.3% | +55.0% | +138.3% | +62.3% |
| 1Y | +355.3% | +54.2% | +301.2% | +154.1% |
| 3Y | +484.2% | +35.9% | +448.3% | +316.6% |
| 5Y | +182.7% | +162.4% | +20.2% | +4.4% |
| 10Y | +4,692.2% | +50.2% | +4,642.1% | +2,743.9% |
| All | +20,415.5% | +44.6% | +20,370.8% | +9,973.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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