-100.0%
SOXS vs XLP
+106.5%
-206.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.0% | +8.2% |
| 7D | -9.4% | -2.5% | -6.9% | -14.8% |
| 30D | +6.2% | -1.9% | +8.0% | -0.1% |
| 3M | -28.0% | -2.1% | -25.9% | -39.0% |
| 6M | -99.2% | -1.8% | -97.3% | -99.8% |
| YTD | -99.5% | +8.3% | -107.8% | -99.8% |
| 1Y | -99.7% | +6.8% | -106.6% | -99.9% |
| 3Y | -100.0% | +25.7% | -125.7% | -100.0% |
| 5Y | -100.0% | +31.9% | -131.9% | -100.0% |
| All | -100.0% | +106.5% | -206.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling