-100.0%
SOXS vs EXPD
+548.6%
-648.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.9% | -21.0% | -12.9% |
| 7D | -22.3% | -1.6% | -20.7% | -21.5% |
| 30D | +21.9% | +0.6% | +21.3% | +29.1% |
| 3M | +4.2% | +9.8% | -5.6% | +30.6% |
| 6M | -43.4% | +25.8% | -69.1% | -7.3% |
| YTD | -92.5% | +31.3% | -123.8% | -86.4% |
| 1Y | -93.5% | +40.9% | -134.4% | -86.3% |
| 3Y | -99.7% | +74.7% | -174.5% | -98.8% |
| 5Y | -99.9% | +62.9% | -162.8% | -99.6% |
| 10Y | -100.0% | +334.3% | -434.3% | -100.0% |
| All | -100.0% | +548.6% | -648.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling