-93.1%
SOXS vs XLP
+22.7%
-115.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.4% | +9.7% | +6.1% |
| 7D | -28.4% | +2.5% | -30.9% | -35.1% |
| 30D | +19.4% | +7.3% | +12.1% | -4.9% |
| 3M | +28.2% | +8.1% | +20.1% | +1.9% |
| 6M | -37.7% | +10.5% | -48.2% | -51.0% |
| YTD | -91.6% | +21.2% | -112.8% | -94.8% |
| 1Y | -93.1% | +22.7% | -115.8% | -95.8% |
| All | -93.1% | +22.7% | -115.8% | -95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling