-91.6%
SOXS vs XLK
+19.7%
-111.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.7% |
| 7D | +46.7% | -7.6% | +54.2% | +5.5% |
| 30D | +97.0% | -12.2% | +109.1% | +19.3% |
| 3M | +39.5% | -5.5% | +45.0% | +29.8% |
| 6M | -54.9% | +9.2% | -64.1% | +29.9% |
| YTD | -90.4% | +23.0% | -113.4% | -44.1% |
| 1Y | -91.6% | +20.7% | -112.4% | -51.8% |
| All | -91.6% | +19.7% | -111.3% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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