-91.6%
SOXS vs EXEL
+92.4%
-184.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +9.0% |
| 7D | +46.7% | +9.8% | +36.9% | +52.5% |
| 30D | +97.0% | +23.6% | +73.3% | +118.8% |
| 3M | +39.5% | +29.9% | +9.6% | +59.6% |
| 6M | -54.9% | +64.7% | -119.6% | -33.7% |
| YTD | -90.4% | +66.0% | -156.4% | -84.8% |
| 1Y | -91.6% | +92.0% | -183.6% | -84.4% |
| All | -91.6% | +92.4% | -184.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling