-100.0%
SOXS vs EXR
+216.3%
-316.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.2% |
| 7D | -28.4% | -0.4% | -28.0% | -28.6% |
| 30D | +19.4% | +18.2% | +1.2% | +38.3% |
| 3M | +28.2% | +7.3% | +20.8% | +34.7% |
| 6M | -37.7% | +13.8% | -51.5% | -32.5% |
| YTD | -91.6% | +25.9% | -117.6% | -89.6% |
| 1Y | -93.1% | +25.8% | -118.9% | -91.4% |
| 3Y | -99.7% | +53.7% | -153.4% | -99.4% |
| 5Y | -99.9% | -1.8% | -98.2% | -99.9% |
| All | -100.0% | +216.3% | -316.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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