+35.7%
SOXS vs SE
-21.5%
+57.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +9.9% | +12.3% |
| 7D | -28.4% | -0.5% | -27.9% | -28.7% |
| 30D | +19.4% | -20.9% | +40.4% | -13.8% |
| All | +35.7% | -21.5% | +57.2% | -2.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling