-100.0%
SOXS vs EXPD
+316.4%
-416.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | +0.5% |
| 7D | -16.6% | +1.2% | -17.7% | -14.7% |
| 30D | -4.4% | +5.2% | -9.6% | +6.2% |
| 3M | -26.2% | +13.2% | -39.4% | -4.5% |
| 6M | -99.3% | +30.3% | -129.6% | -98.2% |
| YTD | -99.5% | +27.0% | -126.6% | -98.9% |
| 1Y | -99.8% | +57.3% | -157.1% | -99.2% |
| 3Y | -100.0% | +70.0% | -170.0% | -99.9% |
| 5Y | -100.0% | +61.6% | -161.6% | -100.0% |
| 10Y | -100.0% | +321.1% | -421.1% | -100.0% |
| All | -100.0% | +316.4% | -416.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling