+47.4%
XLC vs SOXQ
+288.7%
-241.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +0.6% | +5.3% | -4.7% | -1.1% |
| 30D | +0.2% | -3.7% | +3.9% | +1.2% |
| 3M | +0.6% | -7.8% | +8.5% | +1.3% |
| 6M | -4.5% | +58.4% | -62.9% | -22.9% |
| YTD | -4.7% | +68.1% | -72.9% | -25.3% |
| 1Y | -1.7% | +105.4% | -107.0% | -29.6% |
| 3Y | +72.3% | +239.2% | -166.9% | -8.5% |
| 5Y | +37.8% | +266.9% | -229.2% | -33.0% |
| All | +47.4% | +288.7% | -241.4% | -29.5% |
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