-14.2%
XYL vs SOXQ
+258.1%
-272.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -1.5% | -10.2% | +8.6% | +0.4% |
| 6M | -11.9% | +49.7% | -61.6% | -26.4% |
| YTD | -20.6% | +67.2% | -87.8% | -36.6% |
| 1Y | -23.5% | +98.0% | -121.5% | -43.2% |
| 3Y | +14.9% | +237.2% | -222.3% | -35.2% |
| All | -14.2% | +258.1% | -272.3% | -55.9% |
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 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