-100.0%
SOXS vs XLI
+672.2%
-772.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +5.7% |
| 7D | -9.4% | -2.3% | -7.1% | -16.2% |
| 30D | +6.2% | -8.2% | +14.3% | -19.6% |
| 3M | -28.0% | +0.8% | -28.8% | -15.9% |
| 6M | -99.2% | +0.8% | -100.0% | -98.0% |
| YTD | -99.5% | +10.5% | -110.0% | -98.3% |
| 1Y | -99.7% | +14.1% | -113.9% | -99.0% |
| 3Y | -100.0% | +68.6% | -168.6% | -99.5% |
| 5Y | -100.0% | +80.4% | -180.4% | -99.8% |
| 10Y | -100.0% | +254.6% | -354.6% | -100.0% |
| All | -100.0% | +672.2% | -772.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling