-100.0%
SOXS vs XYL
+15.7%
-115.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -4.8% |
| 7D | -4.7% | +1.2% | -5.9% | -2.2% |
| 30D | +7.7% | -11.9% | +19.7% | -16.4% |
| 3M | -10.2% | -1.5% | -8.6% | -14.1% |
| 6M | -99.2% | -11.9% | -87.3% | -99.2% |
| YTD | -99.5% | -20.6% | -78.9% | -99.6% |
| 1Y | -99.8% | -23.5% | -76.2% | -99.8% |
| 3Y | -100.0% | +14.9% | -114.8% | -99.9% |
| All | -100.0% | +15.7% | -115.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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