-100.0%
SOXS vs XLB
+349.3%
-449.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -7.7% |
| 7D | -15.6% | -0.2% | -15.3% | -16.5% |
| 30D | +4.8% | -1.7% | +6.5% | -1.7% |
| 3M | -21.6% | +4.4% | -26.0% | -10.6% |
| 6M | -99.3% | +5.0% | -104.4% | -98.6% |
| YTD | -99.5% | +15.5% | -115.0% | -98.6% |
| 1Y | -99.8% | +14.9% | -114.7% | -99.3% |
| 3Y | -100.0% | +34.5% | -134.5% | -99.9% |
| 5Y | -100.0% | +36.5% | -136.5% | -100.0% |
| 10Y | -100.0% | +159.6% | -259.6% | -100.0% |
| All | -100.0% | +349.3% | -449.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling