-87.2%
SOXS vs XLY
-0.8%
-86.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -3.8% | +43.1% | +28.9% |
| 7D | +94.9% | +1.2% | +93.6% | +101.2% |
| 30D | +174.1% | +5.3% | +168.8% | +217.5% |
| 3M | +82.4% | -0.6% | +83.0% | +79.2% |
| 6M | -27.7% | +0.1% | -27.8% | -23.1% |
| YTD | -86.6% | -0.9% | -85.7% | -84.1% |
| 1Y | -87.2% | -1.6% | -85.6% | -84.7% |
| All | -87.2% | -0.8% | -86.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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