-91.6%
SOXS vs SEI
+18.6%
-110.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -16.9% | +25.7% | -10.5% |
| 7D | +46.7% | -16.4% | +63.1% | +22.6% |
| 30D | +97.0% | -22.9% | +119.9% | +62.9% |
| 3M | +39.5% | -0.3% | +39.8% | +67.9% |
| 6M | -54.9% | -22.3% | -32.6% | -42.8% |
| YTD | -90.4% | +26.2% | -116.5% | -76.0% |
| 1Y | -91.6% | +8.2% | -99.9% | -80.7% |
| All | -91.6% | +18.6% | -110.2% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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