+180.3%
XLE vs SOXQ
+283.8%
-103.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.4% |
| 7D | +2.2% | +2.3% | -0.1% | +1.8% |
| 30D | +11.8% | -2.3% | +14.0% | +12.0% |
| 3M | +9.8% | -13.8% | +23.6% | +11.4% |
| 6M | +15.6% | +48.6% | -33.0% | +4.5% |
| YTD | +45.3% | +66.0% | -20.7% | +27.7% |
| 1Y | +48.3% | +107.9% | -59.6% | +23.1% |
| 3Y | +55.4% | +224.1% | -168.7% | +12.1% |
| 5Y | +216.1% | +256.6% | -40.5% | +109.1% |
| All | +180.3% | +283.8% | -103.4% | +84.3% |
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