-100.0%
SOXS vs XOP
+44.6%
-144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -3.1% |
| 7D | -15.6% | +0.6% | -16.2% | -15.1% |
| 30D | +4.8% | +16.5% | -11.8% | +22.3% |
| 3M | -21.6% | +15.7% | -37.3% | -11.1% |
| 6M | -99.3% | +19.2% | -118.5% | -99.7% |
| YTD | -99.5% | +55.0% | -154.5% | -99.7% |
| 1Y | -99.8% | +54.2% | -154.0% | -99.9% |
| 3Y | -100.0% | +35.9% | -135.9% | -100.0% |
| 5Y | -100.0% | +162.4% | -262.4% | -100.0% |
| 10Y | -100.0% | +50.2% | -150.2% | -100.0% |
| All | -100.0% | +44.6% | -144.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling