+33.8%
XLB vs SOXQ
+288.7%
-255.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.2% | +5.3% | -5.5% | -1.7% |
| 30D | -1.7% | -3.7% | +2.0% | -0.9% |
| 3M | +4.4% | -7.8% | +12.2% | +5.3% |
| 6M | +5.0% | +58.4% | -53.3% | -11.4% |
| YTD | +15.5% | +68.1% | -52.7% | -4.7% |
| 1Y | +14.9% | +105.4% | -90.5% | -11.8% |
| 3Y | +34.5% | +239.2% | -204.7% | -17.9% |
| 5Y | +36.5% | +266.9% | -230.4% | -23.9% |
| All | +33.8% | +288.7% | -255.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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