-100.0%
SOXS vs EXPD
+60.9%
-160.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -7.4% |
| 7D | -15.6% | -0.9% | -14.7% | -16.9% |
| 30D | +4.8% | +4.1% | +0.7% | +12.9% |
| 3M | -21.6% | +13.8% | -35.4% | -0.2% |
| 6M | -99.3% | +27.3% | -126.6% | -98.5% |
| YTD | -99.5% | +25.4% | -125.0% | -99.0% |
| 1Y | -99.8% | +54.4% | -154.1% | -99.3% |
| 3Y | -100.0% | +67.9% | -167.9% | -99.9% |
| 5Y | -100.0% | +59.2% | -159.2% | -100.0% |
| All | -100.0% | +60.9% | -160.9% | -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 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