+220.8%
SOXX vs XLE
+54.2%
+166.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | +3.0% | +0.5% | +2.6% | +2.9% |
| 30D | -3.1% | +6.6% | -9.7% | -5.2% |
| 3M | -4.4% | +12.3% | -16.7% | -8.2% |
| 6M | +52.9% | +18.4% | +34.5% | +41.0% |
| YTD | +72.0% | +47.2% | +24.8% | +39.8% |
| 1Y | +105.1% | +50.3% | +54.8% | +64.1% |
| All | +220.8% | +54.2% | +166.6% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling