+2,575.4%
SOXX vs XLE
+773.4%
+1,802.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.2% |
| 7D | +6.1% | +0.3% | +5.8% | +5.9% |
| 30D | +0.5% | +8.5% | -8.0% | -3.9% |
| 3M | -5.3% | +14.6% | -19.9% | -12.8% |
| 6M | +58.3% | +17.6% | +40.8% | +42.3% |
| YTD | +76.8% | +48.1% | +28.8% | +39.6% |
| 1Y | +114.6% | +53.8% | +60.8% | +65.5% |
| 3Y | +229.6% | +56.2% | +173.4% | +149.7% |
| 5Y | +257.3% | +227.7% | +29.6% | +71.9% |
| 10Y | +1,583.2% | +181.3% | +1,401.9% | +707.0% |
| All | +2,575.4% | +773.4% | +1,802.0% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling