-100.0%
SOXS vs EXC
+170.0%
-270.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -43.7% | -1.9% | -41.8% | -44.9% |
| 30D | +22.2% | +7.8% | +14.4% | +29.0% |
| 3M | +13.0% | +1.9% | +11.1% | +12.5% |
| 6M | -47.7% | +3.4% | -51.0% | -48.9% |
| YTD | -92.5% | +7.6% | -100.0% | -92.4% |
| 1Y | -93.1% | +2.1% | -95.2% | -93.5% |
| 3Y | -99.7% | +29.6% | -129.3% | -99.7% |
| 5Y | -99.9% | +39.5% | -139.4% | -99.9% |
| 10Y | -100.0% | +200.2% | -300.2% | -100.0% |
| All | -100.0% | +170.0% | -270.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling