-100.0%
SOXS vs XLK
+146.9%
-246.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -0.1% |
| 7D | -4.7% | +0.2% | -5.0% | -3.4% |
| 30D | +7.7% | -0.6% | +8.4% | +8.6% |
| 3M | -10.2% | +2.6% | -12.7% | +40.9% |
| 6M | -99.2% | +34.0% | -133.2% | -87.5% |
| YTD | -99.5% | +30.7% | -130.2% | -92.5% |
| 1Y | -99.8% | +39.2% | -139.0% | -94.3% |
| 3Y | -100.0% | +120.4% | -220.4% | -91.9% |
| All | -100.0% | +146.9% | -246.9% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling