+52.5%
SOXX vs XLE
+50.1%
+2.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -4.8% |
| 7D | -13.7% | -7.2% | -6.5% | -15.9% |
| 30D | -23.6% | +0.1% | -23.7% | -23.1% |
| 3M | -16.9% | +9.2% | -26.1% | -13.1% |
| 6M | -2.4% | +8.4% | -10.8% | +2.7% |
| YTD | +49.8% | +44.9% | +4.9% | +57.5% |
| 1Y | +52.5% | +49.9% | +2.7% | +61.6% |
| All | +52.5% | +50.1% | +2.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling