+40.3%
XLC vs SOXQ
+258.1%
-217.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +0.5% | +0.8% | -0.2% | +0.2% |
| 30D | +2.1% | -4.6% | +6.7% | +3.4% |
| 3M | +0.7% | -10.2% | +10.8% | +2.4% |
| 6M | -3.2% | +49.7% | -52.9% | -20.2% |
| YTD | -3.8% | +67.2% | -71.0% | -24.5% |
| 1Y | -2.0% | +98.0% | -100.0% | -28.9% |
| 3Y | +71.4% | +237.2% | -165.8% | -9.2% |
| All | +40.3% | +258.1% | -217.8% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling