+221.5%
XOM vs SOXQ
+279.9%
-58.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +1.9% | +2.3% | -0.5% | +1.7% |
| 30D | +4.1% | -3.9% | +8.0% | +4.3% |
| 3M | +10.4% | -4.7% | +15.1% | +10.1% |
| 6M | +13.0% | +47.9% | -34.9% | +6.5% |
| YTD | +40.1% | +64.3% | -24.3% | +29.8% |
| 1Y | +51.1% | +95.7% | -44.6% | +36.1% |
| 3Y | +57.7% | +231.5% | -173.8% | +26.3% |
| 5Y | +264.7% | +255.0% | +9.7% | +169.5% |
| All | +221.5% | +279.9% | -58.4% | +136.3% |
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 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