-100.0%
SOXS vs EXPE
+169.0%
-269.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -4.2% |
| 7D | -4.7% | -5.8% | +1.0% | -10.2% |
| 30D | +7.7% | -13.6% | +21.4% | -7.6% |
| 3M | -10.2% | +25.2% | -35.3% | +5.8% |
| 6M | -99.2% | +22.3% | -121.6% | -98.5% |
| YTD | -99.5% | -0.3% | -99.2% | -99.2% |
| 1Y | -99.8% | +27.8% | -127.6% | -99.5% |
| 3Y | -100.0% | +162.4% | -262.4% | -99.9% |
| 5Y | -100.0% | +95.8% | -195.8% | -100.0% |
| All | -100.0% | +169.0% | -269.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling