-100.0%
SOXS vs XLC
+142.6%
-242.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -6.4% |
| 7D | -15.6% | +0.6% | -16.2% | -14.5% |
| 30D | +4.8% | +0.2% | +4.5% | +2.8% |
| 3M | -21.6% | +0.6% | -22.3% | -28.3% |
| 6M | -99.3% | -4.5% | -94.8% | -99.5% |
| YTD | -99.5% | -4.7% | -94.8% | -99.6% |
| 1Y | -99.8% | -1.7% | -98.1% | -99.8% |
| 3Y | -100.0% | +72.3% | -172.3% | -99.8% |
| 5Y | -100.0% | +37.8% | -137.7% | -100.0% |
| All | -100.0% | +142.6% | -242.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling