+1,537.1%
SOXX vs XLE
+182.6%
+1,354.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | +1.4% | +1.7% | -0.3% | +0.7% |
| 30D | -3.6% | +6.7% | -10.3% | -6.3% |
| 3M | -10.2% | +14.9% | -25.0% | -15.9% |
| 6M | +54.2% | +15.9% | +38.3% | +42.3% |
| YTD | +75.2% | +47.7% | +27.5% | +44.0% |
| 1Y | +107.5% | +50.7% | +56.8% | +68.5% |
| 3Y | +226.8% | +57.9% | +168.9% | +158.2% |
| 5Y | +251.2% | +227.0% | +24.2% | +92.2% |
| All | +1,537.1% | +182.6% | +1,354.5% | +839.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling