-100.0%
SOXS vs XEL
+528.3%
-628.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +7.1% |
| 7D | -9.4% | -1.2% | -8.2% | -10.5% |
| 30D | +6.2% | -2.9% | +9.1% | +3.2% |
| 3M | -28.0% | -2.7% | -25.3% | -30.3% |
| 6M | -99.2% | -6.5% | -92.7% | -99.3% |
| YTD | -99.5% | +3.6% | -103.1% | -99.5% |
| 1Y | -99.7% | +7.5% | -107.3% | -99.7% |
| 3Y | -100.0% | +46.3% | -146.3% | -100.0% |
| 5Y | -100.0% | +30.5% | -130.5% | -100.0% |
| 10Y | -100.0% | +151.4% | -251.4% | -100.0% |
| All | -100.0% | +528.3% | -628.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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