-100.0%
SOXS vs XLC
+145.0%
-245.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -2.3% |
| 7D | -4.7% | +0.5% | -5.3% | -3.3% |
| 30D | +7.7% | +2.1% | +5.6% | +12.8% |
| 3M | -10.2% | +0.7% | -10.8% | -18.8% |
| 6M | -99.2% | -3.2% | -96.0% | -99.3% |
| YTD | -99.5% | -3.8% | -95.7% | -99.6% |
| 1Y | -99.8% | -2.0% | -97.7% | -99.8% |
| 3Y | -100.0% | +71.4% | -171.3% | -99.8% |
| 5Y | -100.0% | +40.7% | -140.7% | -100.0% |
| All | -100.0% | +145.0% | -245.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling