-100.0%
SOXS vs XLE
+230.6%
-330.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.1% |
| 7D | -16.6% | +0.3% | -16.9% | -16.3% |
| 30D | -4.4% | +8.5% | -12.9% | +3.5% |
| 3M | -26.2% | +14.6% | -40.9% | -18.3% |
| 6M | -99.3% | +17.6% | -116.8% | -99.6% |
| YTD | -99.5% | +48.1% | -147.6% | -99.7% |
| 1Y | -99.8% | +53.8% | -153.6% | -99.8% |
| 3Y | -100.0% | +56.2% | -156.2% | -100.0% |
| 5Y | -100.0% | +227.7% | -327.7% | -100.0% |
| All | -100.0% | +230.6% | -330.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling