-91.6%
SOXS vs XLE
+50.1%
-141.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.7% | +13.5% | +13.7% |
| 7D | +46.7% | -7.2% | +53.9% | +57.5% |
| 30D | +97.0% | +0.1% | +96.9% | +93.5% |
| 3M | +39.5% | +9.2% | +30.4% | +23.4% |
| 6M | -54.9% | +8.4% | -63.3% | -59.5% |
| YTD | -90.4% | +44.9% | -135.3% | -91.2% |
| 1Y | -91.6% | +49.9% | -141.5% | -92.5% |
| All | -91.6% | +50.1% | -141.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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