+287.6%
SOXQ vs EXR
+7.7%
+279.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | -3.7% | -6.9% | +3.2% | -1.2% |
| 3M | -7.8% | -3.0% | -4.8% | -7.6% |
| 6M | +58.4% | -2.9% | +61.3% | +58.5% |
| YTD | +68.1% | +9.3% | +58.9% | +60.1% |
| 1Y | +105.4% | -0.9% | +106.3% | +102.7% |
| 3Y | +239.2% | +24.7% | +214.5% | +191.2% |
| 5Y | +266.9% | -11.7% | +278.6% | +274.6% |
| All | +287.6% | +7.7% | +279.9% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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