+8.9%
XLRE vs SOXQ
+258.1%
-249.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -1.2% | +0.8% | -1.9% | -1.3% |
| 30D | -2.4% | -4.6% | +2.2% | -1.7% |
| 3M | -2.5% | -10.2% | +7.7% | -1.5% |
| 6M | +4.0% | +49.7% | -45.7% | -7.0% |
| YTD | +9.3% | +67.2% | -58.0% | -5.0% |
| 1Y | +5.6% | +98.0% | -92.4% | -12.4% |
| 3Y | +31.3% | +237.2% | -205.9% | -11.2% |
| All | +8.9% | +258.1% | -249.2% | -31.0% |
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