+81.8%
XLI vs SOXQ
+258.1%
-176.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | -1.7% | +0.8% | -2.4% | -1.9% |
| 30D | -7.3% | -4.6% | -2.7% | -6.0% |
| 3M | -1.3% | -10.2% | +8.8% | +0.9% |
| 6M | +2.2% | +49.7% | -47.4% | -12.4% |
| YTD | +11.7% | +67.2% | -55.5% | -8.0% |
| 1Y | +14.3% | +98.0% | -83.7% | -11.4% |
| 3Y | +70.3% | +237.2% | -166.8% | +5.4% |
| All | +81.8% | +258.1% | -176.3% | +3.8% |
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