-91.6%
SOXS vs EXPE
+48.9%
-140.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.5% | -1.8% | +6.3% |
| 7D | +46.7% | +14.6% | +32.0% | +42.7% |
| 30D | +97.0% | +21.4% | +75.5% | +91.2% |
| 3M | +39.5% | +1.4% | +38.2% | +37.9% |
| 6M | -54.9% | +28.6% | -83.5% | -54.3% |
| YTD | -90.4% | +12.1% | -102.5% | -90.6% |
| 1Y | -91.6% | +50.0% | -141.7% | -91.1% |
| All | -91.6% | +48.9% | -140.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling