-100.0%
SOXS vs XLE
+276.6%
-376.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -11.5% |
| 7D | -7.0% | +2.2% | -9.2% | -4.1% |
| 30D | +2.8% | +11.8% | -9.0% | +20.2% |
| 3M | -9.8% | +9.8% | -19.7% | -0.4% |
| 6M | -99.2% | +15.6% | -114.8% | -99.8% |
| YTD | -99.5% | +45.3% | -144.8% | -99.8% |
| 1Y | -99.8% | +48.3% | -148.1% | -99.9% |
| 3Y | -100.0% | +55.4% | -155.4% | -100.0% |
| 5Y | -100.0% | +216.1% | -316.1% | -100.0% |
| 10Y | -100.0% | +178.4% | -278.4% | -100.0% |
| All | -100.0% | +276.6% | -376.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling