-100.0%
SOXS vs EXEL
+192.6%
-292.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.6% | +7.2% |
| 7D | -9.4% | -2.9% | -6.5% | -10.9% |
| 30D | +6.2% | +11.9% | -5.7% | +13.2% |
| 3M | -28.0% | +9.2% | -37.3% | -23.8% |
| 6M | -99.2% | +39.1% | -138.3% | -99.0% |
| YTD | -99.5% | +31.0% | -130.5% | -99.4% |
| 1Y | -99.7% | +52.3% | -152.1% | -99.7% |
| 3Y | -100.0% | +159.7% | -259.7% | -100.0% |
| 5Y | -100.0% | +187.7% | -287.7% | -100.0% |
| All | -100.0% | +192.6% | -292.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling