-99.7%
SOXS vs XLE
+52.5%
-152.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +8.9% |
| 7D | -9.4% | +0.5% | -9.9% | -10.1% |
| 30D | +6.2% | +6.6% | -0.4% | -2.8% |
| 3M | -28.0% | +12.3% | -40.3% | -38.7% |
| 6M | -99.2% | +18.4% | -117.6% | -98.8% |
| YTD | -99.5% | +47.2% | -146.7% | -99.1% |
| 1Y | -99.7% | +50.3% | -150.0% | -99.5% |
| All | -99.7% | +52.5% | -152.3% | -99.5% |
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