-100.0%
SOXS vs XLU
+400.6%
-500.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +6.4% |
| 7D | -9.4% | -1.2% | -8.2% | -11.1% |
| 30D | +6.2% | -2.5% | +8.7% | +1.8% |
| 3M | -28.0% | -2.7% | -25.3% | -31.9% |
| 6M | -99.2% | -7.5% | -91.7% | -99.3% |
| YTD | -99.5% | +0.9% | -100.4% | -99.5% |
| 1Y | -99.7% | +3.3% | -103.0% | -99.7% |
| 3Y | -100.0% | +47.3% | -147.3% | -100.0% |
| 5Y | -100.0% | +44.4% | -144.4% | -100.0% |
| 10Y | -100.0% | +140.8% | -240.8% | -100.0% |
| All | -100.0% | +400.6% | -500.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling