-100.0%
SOXS vs EXE
+192.2%
-292.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.7% |
| 7D | -15.6% | -1.8% | -13.8% | -16.6% |
| 30D | +4.8% | +6.4% | -1.6% | +8.3% |
| 3M | -21.6% | +9.2% | -30.9% | -17.8% |
| 6M | -99.3% | -7.0% | -92.4% | -99.6% |
| YTD | -99.5% | -9.5% | -90.1% | -99.7% |
| 1Y | -99.8% | +6.2% | -106.0% | -99.9% |
| 3Y | -100.0% | +20.7% | -120.7% | -100.0% |
| 5Y | -100.0% | +103.6% | -203.6% | -100.0% |
| All | -100.0% | +192.2% | -292.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling