-100.0%
SOXS vs EXC
+159.4%
-259.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.4% |
| 7D | -9.4% | -1.6% | -7.8% | -10.9% |
| 30D | +6.2% | -2.4% | +8.5% | +3.6% |
| 3M | -28.0% | -4.0% | -24.1% | -32.7% |
| 6M | -99.2% | -9.8% | -89.4% | -99.4% |
| YTD | -99.5% | +2.3% | -101.8% | -99.5% |
| 1Y | -99.7% | +3.8% | -103.6% | -99.8% |
| 3Y | -100.0% | +19.7% | -119.7% | -100.0% |
| 5Y | -100.0% | +45.6% | -145.6% | -100.0% |
| All | -100.0% | +159.4% | -259.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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