-100.0%
SOXS vs XLF
+254.4%
-354.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -3.9% |
| 7D | -4.7% | -1.5% | -3.3% | -8.3% |
| 30D | +7.7% | -1.2% | +8.9% | +3.5% |
| 3M | -10.2% | +9.2% | -19.3% | +8.9% |
| 6M | -99.2% | +16.3% | -115.5% | -98.9% |
| YTD | -99.5% | +5.4% | -105.0% | -99.5% |
| 1Y | -99.8% | +7.6% | -107.4% | -99.7% |
| 3Y | -100.0% | +74.2% | -174.2% | -99.9% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +254.4% | -354.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling