-100.0%
SOXS vs SE
+589.8%
-689.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -10.9% |
| 7D | -7.0% | -6.1% | -0.9% | -11.3% |
| 30D | +2.8% | -2.5% | +5.2% | +1.5% |
| 3M | -9.8% | +21.7% | -31.6% | +6.3% |
| 6M | -99.2% | +27.0% | -126.2% | -98.7% |
| YTD | -99.5% | -12.1% | -87.4% | -99.4% |
| 1Y | -99.8% | -40.9% | -58.9% | -99.8% |
| 3Y | -100.0% | +191.0% | -291.0% | -99.9% |
| 5Y | -100.0% | -68.3% | -31.7% | -100.0% |
| All | -100.0% | +589.8% | -689.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling