-100.0%
SOXS vs XLP
+33.4%
-133.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.5% |
| 7D | -15.6% | -1.4% | -14.1% | -16.9% |
| 30D | +4.8% | -1.3% | +6.0% | +2.8% |
| 3M | -21.6% | +1.8% | -23.5% | -23.7% |
| 6M | -99.3% | -0.8% | -98.5% | -99.6% |
| YTD | -99.5% | +9.5% | -109.0% | -99.7% |
| 1Y | -99.8% | +7.2% | -107.0% | -99.9% |
| 3Y | -100.0% | +27.1% | -127.1% | -100.0% |
| 5Y | -100.0% | +32.0% | -132.0% | -100.0% |
| All | -100.0% | +33.4% | -133.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling