-100.0%
SOXS vs EXE
+99.3%
-199.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.3% |
| 7D | -9.4% | -2.2% | -7.2% | -10.8% |
| 30D | +6.2% | -0.8% | +7.0% | +5.1% |
| 3M | -28.0% | +10.0% | -38.1% | -24.0% |
| 6M | -99.2% | -6.3% | -92.8% | -99.6% |
| YTD | -99.5% | -10.7% | -88.8% | -99.7% |
| 1Y | -99.7% | +2.7% | -102.4% | -99.9% |
| 3Y | -100.0% | +19.1% | -119.1% | -100.0% |
| 5Y | -100.0% | +105.4% | -205.4% | -100.0% |
| All | -100.0% | +99.3% | -199.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling