+70.0%
XLE vs SOXQ
+189.0%
-119.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +1.3% |
| 7D | +5.4% | +8.2% | -2.7% | +4.6% |
| 30D | -3.9% | -13.2% | +9.2% | -3.0% |
| 3M | +7.0% | -18.5% | +25.6% | +8.6% |
| 6M | +14.2% | -15.4% | +29.7% | +14.3% |
| YTD | +48.2% | +43.6% | +4.6% | +34.5% |
| 1Y | +47.7% | +49.2% | -1.6% | +32.8% |
| 3Y | +70.0% | +190.2% | -120.2% | +30.2% |
| All | +70.0% | +189.0% | -119.0% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling