-100.0%
SOXS vs XLP
+381.2%
-481.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.8% | -9.4% | -12.3% |
| 7D | -7.0% | -1.0% | -6.0% | -9.7% |
| 30D | +2.8% | -0.9% | +3.7% | -1.7% |
| 3M | -9.8% | +3.8% | -13.7% | -14.4% |
| 6M | -99.2% | -1.7% | -97.4% | -99.8% |
| YTD | -99.5% | +10.3% | -109.8% | -99.8% |
| 1Y | -99.8% | +7.8% | -107.6% | -99.9% |
| 3Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 5Y | -100.0% | +32.5% | -132.5% | -100.0% |
| 10Y | -100.0% | +101.8% | -201.8% | -100.0% |
| All | -100.0% | +381.2% | -481.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling