-100.0%
SOXS vs XLP
+421.4%
-521.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.8% |
| 7D | +3.2% | +2.3% | +0.9% | +9.1% |
| 30D | +61.0% | +9.1% | +51.9% | +89.6% |
| 3M | +24.0% | +7.9% | +16.1% | +36.3% |
| 6M | -35.9% | +9.6% | -45.5% | -37.4% |
| YTD | -90.9% | +19.4% | -110.3% | -88.5% |
| 1Y | -91.5% | +22.4% | -113.9% | -88.6% |
| 3Y | -99.7% | +43.2% | -142.9% | -99.2% |
| 5Y | -99.9% | +42.6% | -142.5% | -99.8% |
| 10Y | -100.0% | +135.4% | -235.4% | -100.0% |
| All | -100.0% | +421.4% | -521.4% | -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