-100.0%
SOXS vs EXPE
+90.4%
-190.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +9.5% |
| 7D | -9.4% | -8.7% | -0.8% | -17.2% |
| 30D | +6.2% | -13.6% | +19.8% | -8.7% |
| 3M | -28.0% | +26.6% | -54.7% | -12.7% |
| 6M | -99.2% | +19.9% | -119.1% | -98.4% |
| YTD | -99.5% | -1.7% | -97.8% | -99.2% |
| 1Y | -99.7% | +29.4% | -129.2% | -99.4% |
| 3Y | -100.0% | +155.7% | -255.6% | -99.9% |
| 5Y | -100.0% | +93.1% | -193.1% | -100.0% |
| All | -100.0% | +90.4% | -190.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling