-100.0%
SOXS vs EXR
+1,868.2%
-1,968.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.2% | -9.0% | -11.6% |
| 7D | -7.0% | -2.6% | -4.4% | -9.8% |
| 30D | +2.8% | -7.2% | +10.0% | -5.7% |
| 3M | -9.8% | -3.5% | -6.3% | -17.5% |
| 6M | -99.2% | -5.3% | -93.9% | -99.2% |
| YTD | -99.5% | +9.4% | -108.8% | -99.4% |
| 1Y | -99.8% | +1.3% | -101.1% | -99.8% |
| 3Y | -100.0% | +22.4% | -122.4% | -100.0% |
| 5Y | -100.0% | -12.2% | -87.8% | -100.0% |
| 10Y | -100.0% | +148.6% | -248.6% | -100.0% |
| All | -100.0% | +1,868.2% | -1,968.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling