-100.0%
SOXS vs XLK
+119.6%
-219.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | +0.2% |
| 7D | -4.7% | +0.2% | -5.0% | -3.3% |
| 30D | +7.7% | -0.6% | +8.4% | +8.4% |
| 3M | -10.2% | +2.6% | -12.7% | +43.1% |
| 6M | -99.2% | +34.0% | -133.2% | -86.2% |
| YTD | -99.5% | +30.7% | -130.2% | -91.7% |
| 1Y | -99.8% | +39.2% | -139.0% | -93.7% |
| 3Y | -100.0% | +120.4% | -220.4% | -90.4% |
| All | -100.0% | +119.6% | -219.6% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling