-99.8%
SOXS vs XLY
-2.6%
-97.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -3.1% |
| 7D | -4.7% | -1.7% | -3.1% | -9.2% |
| 30D | +7.7% | -4.2% | +11.9% | -6.3% |
| 3M | -10.2% | -2.7% | -7.5% | -18.7% |
| 6M | -99.2% | -0.6% | -98.6% | -99.0% |
| YTD | -99.5% | -5.0% | -94.5% | -99.5% |
| 1Y | -99.8% | -4.1% | -95.7% | -99.7% |
| All | -99.8% | -2.6% | -97.1% | -99.7% |
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