-91.6%
SOXS vs XLF
+15.8%
-107.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.2% | +9.8% |
| 7D | +46.7% | +5.5% | +41.2% | +49.4% |
| 30D | +97.0% | +9.9% | +87.1% | +106.2% |
| 3M | +39.5% | +2.6% | +36.9% | +37.9% |
| 6M | -54.9% | +15.6% | -70.5% | -48.5% |
| YTD | -90.4% | +9.4% | -99.8% | -89.6% |
| 1Y | -91.6% | +14.7% | -106.4% | -88.7% |
| All | -91.6% | +15.8% | -107.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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