-100.0%
SOXS vs SE
+178.2%
-278.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -4.9% |
| 7D | -16.6% | -3.6% | -12.9% | -18.9% |
| 30D | -4.4% | -5.3% | +0.9% | -7.6% |
| 3M | -26.2% | +28.1% | -54.3% | -8.7% |
| 6M | -99.3% | +20.7% | -119.9% | -98.9% |
| YTD | -99.5% | -14.8% | -84.7% | -99.4% |
| 1Y | -99.8% | -43.6% | -56.2% | -99.8% |
| All | -100.0% | +178.2% | -278.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling