-100.0%
SOXS vs XOP
+158.8%
-258.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.4% |
| 7D | -4.7% | +2.6% | -7.4% | -2.1% |
| 30D | +7.7% | +9.6% | -1.9% | +18.1% |
| 3M | -10.2% | +20.4% | -30.5% | +6.9% |
| 6M | -99.2% | +19.9% | -119.1% | -99.7% |
| YTD | -99.5% | +56.4% | -155.9% | -99.7% |
| 1Y | -99.8% | +52.4% | -152.2% | -99.9% |
| 3Y | -100.0% | +39.9% | -139.9% | -100.0% |
| All | -100.0% | +158.8% | -258.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling