-87.2%
SOXS vs XLU
+0.3%
-87.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -0.7% | +39.9% | +39.1% |
| 7D | +94.9% | +0.4% | +94.5% | +94.9% |
| 30D | +174.1% | +5.2% | +168.9% | +178.3% |
| 3M | +82.4% | -0.1% | +82.5% | +81.1% |
| 6M | -27.7% | -5.3% | -22.4% | -31.5% |
| YTD | -86.6% | +3.5% | -90.2% | -84.9% |
| 1Y | -87.2% | +0.2% | -87.4% | -86.4% |
| All | -87.2% | +0.3% | -87.5% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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