-99.6%
SOXS vs XLP
+42.1%
-141.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.3% | -11.4% | -11.0% |
| 7D | +36.2% | +0.7% | +35.5% | +35.5% |
| 30D | +131.5% | +10.3% | +121.2% | +113.7% |
| 3M | +60.5% | +6.5% | +54.0% | +53.5% |
| 6M | -25.9% | +8.4% | -34.3% | -29.3% |
| YTD | -88.3% | +18.2% | -106.5% | -88.3% |
| 1Y | -89.6% | +22.4% | -112.0% | -89.4% |
| 3Y | -99.6% | +41.9% | -141.5% | -99.5% |
| All | -99.6% | +42.1% | -141.7% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling