-99.8%
SOXS vs XLE
+49.3%
-149.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -9.0% |
| 7D | -7.0% | +2.2% | -9.2% | -9.6% |
| 30D | +2.8% | +11.8% | -9.0% | -11.3% |
| 3M | -9.8% | +9.8% | -19.7% | -21.2% |
| 6M | -99.2% | +15.6% | -114.8% | -98.8% |
| YTD | -99.5% | +45.3% | -144.8% | -99.1% |
| 1Y | -99.8% | +48.3% | -148.1% | -99.6% |
| All | -99.8% | +49.3% | -149.1% | -99.6% |
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