+34.5%
XLP vs SOXQ
+290.2%
-255.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -2.9% | +5.2% | -8.1% | -3.1% |
| 30D | -2.2% | -0.5% | -1.7% | -2.2% |
| 3M | -0.6% | -5.6% | +5.1% | -0.6% |
| 6M | -2.2% | +53.0% | -55.2% | -6.2% |
| YTD | +8.3% | +68.8% | -60.5% | +2.8% |
| 1Y | +5.7% | +105.7% | -100.0% | -1.7% |
| 3Y | +25.7% | +240.5% | -214.8% | +6.6% |
| 5Y | +31.3% | +266.8% | -235.5% | +5.9% |
| All | +34.5% | +290.2% | -255.7% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling