-100.0%
SOXS vs XLV
+587.9%
-687.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -6.1% |
| 7D | -4.7% | -3.6% | -1.2% | -14.9% |
| 30D | +7.7% | -1.8% | +9.6% | -1.2% |
| 3M | -10.2% | +7.8% | -17.9% | -2.6% |
| 6M | -99.2% | +9.1% | -108.3% | -99.6% |
| YTD | -99.5% | +7.7% | -107.3% | -99.7% |
| 1Y | -99.8% | +20.4% | -120.2% | -99.8% |
| 3Y | -100.0% | +30.8% | -130.8% | -100.0% |
| 5Y | -100.0% | +34.6% | -134.6% | -100.0% |
| 10Y | -100.0% | +173.4% | -273.4% | -100.0% |
| All | -100.0% | +587.9% | -687.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling