-100.0%
SOXS vs EXE
+182.2%
-282.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -6.8% |
| 7D | -4.7% | -3.1% | -1.6% | -6.7% |
| 30D | +7.7% | -0.9% | +8.7% | +6.7% |
| 3M | -10.2% | +9.6% | -19.7% | -5.3% |
| 6M | -99.2% | -11.6% | -87.6% | -99.6% |
| YTD | -99.5% | -12.6% | -87.0% | -99.7% |
| 1Y | -99.8% | +1.2% | -100.9% | -99.9% |
| 3Y | -100.0% | +18.0% | -118.0% | -100.0% |
| 5Y | -100.0% | +101.1% | -201.1% | -100.0% |
| All | -100.0% | +182.2% | -282.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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