-91.6%
SOXS vs XLB
+29.8%
-121.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +14.0% |
| 7D | +46.7% | +3.9% | +42.7% | +57.3% |
| 30D | +97.0% | +8.9% | +88.1% | +135.8% |
| 3M | +39.5% | +4.1% | +35.4% | +48.5% |
| 6M | -54.9% | +7.3% | -62.2% | -43.6% |
| YTD | -90.4% | +20.4% | -110.8% | -82.7% |
| 1Y | -91.6% | +29.5% | -121.2% | -81.3% |
| All | -91.6% | +29.8% | -121.5% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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