-100.0%
SOXS vs EXEL
+842.3%
-942.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -1.4% |
| 7D | -16.6% | -0.3% | -16.2% | -16.7% |
| 30D | -4.4% | +10.1% | -14.5% | -0.2% |
| 3M | -26.2% | +10.1% | -36.3% | -22.5% |
| 6M | -99.3% | +37.7% | -136.9% | -99.1% |
| YTD | -99.5% | +33.1% | -132.6% | -99.5% |
| 1Y | -99.8% | +52.4% | -152.2% | -99.7% |
| 3Y | -100.0% | +163.8% | -263.8% | -100.0% |
| 5Y | -100.0% | +198.5% | -298.5% | -100.0% |
| 10Y | -100.0% | +386.9% | -486.9% | -100.0% |
| All | -100.0% | +842.3% | -942.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling