+44.5%
XLV vs SOXQ
+286.7%
-242.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -3.6% | +0.8% | -4.3% | -3.6% |
| 30D | -1.8% | -4.6% | +2.7% | -1.4% |
| 3M | +7.8% | -10.2% | +17.9% | +8.5% |
| 6M | +9.1% | +49.7% | -40.6% | +0.5% |
| YTD | +7.7% | +67.2% | -59.5% | -2.7% |
| 1Y | +20.4% | +98.0% | -77.6% | +5.3% |
| 3Y | +30.8% | +237.2% | -206.4% | 0.0% |
| 5Y | +34.6% | +261.3% | -226.7% | -2.4% |
| All | +44.5% | +286.7% | -242.1% | +3.9% |
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