-100.0%
SOXS vs XLF
+507.6%
-607.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.3% |
| 7D | -9.4% | -2.9% | -6.5% | -16.2% |
| 30D | +6.2% | -1.6% | +7.8% | +0.8% |
| 3M | -28.0% | +9.3% | -37.3% | -12.2% |
| 6M | -99.2% | +14.6% | -113.8% | -98.9% |
| YTD | -99.5% | +4.7% | -104.2% | -99.5% |
| 1Y | -99.7% | +8.6% | -108.4% | -99.7% |
| 3Y | -100.0% | +73.9% | -173.8% | -99.9% |
| 5Y | -100.0% | +65.0% | -165.0% | -100.0% |
| 10Y | -100.0% | +250.4% | -350.4% | -100.0% |
| All | -100.0% | +507.6% | -607.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling