-100.0%
SOXS vs XLI
+80.9%
-180.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -0.8% |
| 7D | -4.7% | -1.7% | -3.1% | -11.7% |
| 30D | +7.7% | -7.3% | +15.0% | -22.6% |
| 3M | -10.2% | -1.3% | -8.8% | -4.4% |
| 6M | -99.2% | +2.2% | -101.4% | -97.6% |
| YTD | -99.5% | +11.7% | -111.2% | -97.8% |
| 1Y | -99.8% | +14.3% | -114.0% | -98.7% |
| 3Y | -100.0% | +70.3% | -170.3% | -98.9% |
| All | -100.0% | +80.9% | -180.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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