-99.8%
SOXS vs XLB
+14.5%
-114.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -4.5% |
| 7D | -4.7% | -2.8% | -1.9% | -12.4% |
| 30D | +7.7% | -3.1% | +10.8% | -2.3% |
| 3M | -10.2% | -0.2% | -10.0% | -12.3% |
| 6M | -99.2% | +3.1% | -102.3% | -98.3% |
| YTD | -99.5% | +13.3% | -112.8% | -98.6% |
| 1Y | -99.8% | +12.0% | -111.8% | -99.3% |
| All | -99.8% | +14.5% | -114.2% | -99.3% |
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