+49.0%
XLP vs SOXQ
+245.8%
-196.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.3% |
| 7D | -0.5% | +2.9% | -3.4% | -0.6% |
| 30D | +8.3% | -13.6% | +22.0% | +8.8% |
| 3M | +8.7% | -12.5% | +21.2% | +9.0% |
| 6M | +11.2% | -12.4% | +23.5% | +10.8% |
| YTD | +20.0% | +49.6% | -29.6% | +14.3% |
| 1Y | +21.3% | +52.0% | -30.6% | +15.3% |
| 3Y | +43.8% | +199.1% | -155.3% | +22.6% |
| 5Y | +43.3% | +192.6% | -149.3% | +17.6% |
| All | +49.0% | +245.8% | -196.7% | +19.5% |
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