-99.8%
SOXS vs XLV
+27.5%
-127.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.1% | -8.9% |
| 7D | -7.0% | +0.2% | -7.2% | -7.0% |
| 30D | +2.8% | +4.4% | -1.6% | -1.6% |
| 3M | -9.8% | +13.2% | -23.1% | -13.6% |
| 6M | -99.2% | +10.1% | -109.3% | -99.3% |
| YTD | -99.5% | +11.7% | -111.2% | -99.6% |
| 1Y | -99.8% | +26.9% | -126.7% | -99.8% |
| All | -99.8% | +27.5% | -127.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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