-28.0%
SOXS vs XLK
+4.1%
-32.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +0.6% |
| 7D | -9.4% | -0.4% | -9.0% | -10.6% |
| 30D | +6.2% | -0.5% | +6.6% | +6.8% |
| 3M | -28.0% | +5.0% | -33.0% | +41.5% |
| All | -28.0% | +4.1% | -32.1% | +41.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling