+42.6%
XLP vs SOXQ
+177.3%
-134.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.3% | -5.7% | +8.0% | +2.5% |
| 30D | +9.1% | -20.5% | +29.6% | +9.8% |
| 3M | +7.9% | -16.6% | +24.5% | +8.3% |
| 6M | +9.6% | -15.0% | +24.6% | +9.2% |
| YTD | +19.4% | +41.5% | -22.0% | +14.0% |
| 1Y | +22.4% | +40.2% | -17.8% | +16.8% |
| 3Y | +43.2% | +183.0% | -139.8% | +22.2% |
| 5Y | +42.6% | +181.3% | -138.7% | +16.3% |
| All | +42.6% | +177.3% | -134.7% | +16.3% |
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 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