+79.6%
XLI vs SOXQ
+290.2%
-210.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -0.6% | +5.2% | -5.8% | -2.1% |
| 30D | -6.9% | -0.5% | -6.4% | -6.9% |
| 3M | -1.9% | -5.6% | +3.7% | -1.3% |
| 6M | +1.0% | +53.0% | -52.0% | -13.9% |
| YTD | +11.3% | +68.8% | -57.4% | -8.3% |
| 1Y | +15.8% | +105.7% | -89.9% | -11.1% |
| 3Y | +69.8% | +240.5% | -170.7% | +5.5% |
| 5Y | +80.9% | +266.8% | -185.9% | +4.7% |
| All | +79.6% | +290.2% | -210.6% | +3.4% |
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 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