-100.0%
SOXS vs XOP
+36.1%
-136.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.3% |
| 7D | -9.4% | +1.6% | -11.1% | -8.1% |
| 30D | +6.2% | +9.6% | -3.4% | +15.3% |
| 3M | -28.0% | +16.9% | -45.0% | -19.2% |
| 6M | -99.2% | +24.0% | -123.2% | -99.7% |
| YTD | -99.5% | +56.2% | -155.7% | -99.7% |
| 1Y | -99.7% | +51.8% | -151.5% | -99.9% |
| All | -100.0% | +36.1% | -136.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling