-100.0%
SOXS vs EXPE
+900.9%
-1,000.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.7% | -8.5% | -11.6% |
| 7D | -7.0% | -9.5% | +2.5% | -14.7% |
| 30D | +2.8% | -6.6% | +9.4% | -4.0% |
| 3M | -9.8% | +31.4% | -41.2% | +10.4% |
| 6M | -99.2% | +35.2% | -134.4% | -98.4% |
| YTD | -99.5% | +5.8% | -105.3% | -99.2% |
| 1Y | -99.8% | +38.7% | -138.4% | -99.5% |
| 3Y | -100.0% | +175.8% | -275.8% | -99.9% |
| 5Y | -100.0% | +111.8% | -211.8% | -100.0% |
| 10Y | -100.0% | +179.7% | -279.7% | -100.0% |
| All | -100.0% | +900.9% | -1,000.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling