-91.6%
SOXS vs SE
-48.0%
-43.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.3% | +10.7% |
| 7D | +46.7% | +6.7% | +40.0% | +50.9% |
| 30D | +97.0% | -17.2% | +114.2% | +83.2% |
| 3M | +39.5% | -28.0% | +67.6% | +23.2% |
| 6M | -54.9% | -6.1% | -48.8% | -52.5% |
| YTD | -90.4% | -37.1% | -53.2% | -92.6% |
| 1Y | -91.6% | -48.8% | -42.9% | -94.8% |
| All | -91.6% | -48.0% | -43.6% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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