-99.9%
SOXS vs EXPD
+61.0%
-160.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.7% | -25.0% | -17.7% |
| 7D | -5.1% | -5.5% | +0.4% | -10.7% |
| 30D | +60.4% | -1.9% | +62.3% | +60.5% |
| 3M | +32.7% | +6.1% | +26.6% | +52.5% |
| 6M | -36.2% | +21.6% | -57.8% | -5.9% |
| YTD | -90.9% | +27.9% | -118.8% | -84.9% |
| 1Y | -92.2% | +39.4% | -131.6% | -84.4% |
| 3Y | -99.7% | +72.7% | -172.4% | -98.8% |
| 5Y | -99.9% | +60.3% | -160.2% | -99.4% |
| All | -99.9% | +61.0% | -160.9% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling