-99.2%
SOXS vs XLY
-1.2%
-98.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -3.2% |
| 7D | -4.7% | -1.7% | -3.1% | -8.9% |
| 30D | +7.7% | -4.2% | +11.9% | -5.6% |
| 3M | -10.2% | -2.7% | -7.5% | -19.5% |
| 6M | -99.2% | -0.6% | -98.6% | -99.0% |
| All | -99.2% | -1.2% | -98.0% | -99.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling