+241.5%
SOXX vs XLE
+221.8%
+19.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | +3.0% | +0.5% | +2.6% | +2.9% |
| 30D | -3.1% | +6.6% | -9.7% | -5.4% |
| 3M | -4.4% | +12.3% | -16.7% | -8.7% |
| 6M | +52.9% | +18.4% | +34.5% | +41.5% |
| YTD | +72.0% | +47.2% | +24.8% | +44.1% |
| 1Y | +105.1% | +50.3% | +54.8% | +70.0% |
| 3Y | +220.6% | +55.3% | +165.3% | +160.3% |
| All | +241.5% | +221.8% | +19.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling