-2.9%
XYL vs SOXQ
+290.2%
-293.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +0.8% | +5.2% | -4.4% | -0.8% |
| 30D | -10.8% | -0.5% | -10.3% | -10.8% |
| 3M | -2.5% | -5.6% | +3.1% | -2.4% |
| 6M | -12.2% | +53.0% | -65.2% | -27.1% |
| YTD | -20.1% | +68.8% | -88.8% | -36.3% |
| 1Y | -20.6% | +105.7% | -126.4% | -41.7% |
| 3Y | +17.3% | +240.5% | -223.2% | -33.6% |
| 5Y | -14.5% | +266.8% | -281.3% | -55.1% |
| All | -2.9% | +290.2% | -293.1% | -49.6% |
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