+226.0%
XLE vs SOXQ
+251.3%
-25.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.2% |
| 7D | +0.5% | +2.3% | -1.8% | +0.1% |
| 30D | +6.6% | -3.9% | +10.5% | +7.1% |
| 3M | +12.3% | -4.7% | +17.0% | +11.9% |
| 6M | +18.4% | +47.9% | -29.5% | +7.1% |
| YTD | +47.2% | +64.3% | -17.1% | +29.7% |
| 1Y | +50.3% | +95.7% | -45.4% | +26.5% |
| 3Y | +55.3% | +231.5% | -176.2% | +11.2% |
| 5Y | +226.0% | +255.0% | -29.0% | +116.4% |
| All | +226.0% | +251.3% | -25.4% | +116.4% |
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