-99.8%
SOXS vs KRE
+16.5%
-116.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.4% |
| 7D | -4.7% | -1.8% | -2.9% | -7.1% |
| 30D | +7.7% | -4.5% | +12.2% | +1.8% |
| 3M | -10.2% | +2.7% | -12.9% | -7.1% |
| 6M | -99.2% | +16.9% | -116.1% | -98.6% |
| YTD | -99.5% | +15.4% | -114.9% | -99.1% |
| 1Y | -99.8% | +16.1% | -115.8% | -99.6% |
| All | -99.8% | +16.5% | -116.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling