-3.5%
XYL vs SOXQ
+286.7%
-290.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | -11.9% | -4.6% | -7.4% | -10.8% |
| 3M | -1.5% | -10.2% | +8.6% | +0.4% |
| 6M | -11.9% | +49.7% | -61.6% | -26.3% |
| YTD | -20.6% | +67.2% | -87.8% | -36.5% |
| 1Y | -23.5% | +98.0% | -121.5% | -43.1% |
| 3Y | +14.9% | +237.2% | -222.3% | -34.8% |
| 5Y | -15.3% | +261.3% | -276.6% | -55.3% |
| All | -3.5% | +286.7% | -290.2% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling