-91.6%
SOXS vs SRE
-7.5%
-84.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.9% | +11.6% | +8.3% |
| 7D | +46.7% | -2.1% | +48.7% | +46.2% |
| 30D | +97.0% | +6.1% | +90.9% | +100.0% |
| 3M | +39.5% | -3.5% | +43.1% | +37.4% |
| 6M | -54.9% | -10.8% | -44.1% | -56.8% |
| YTD | -90.4% | -4.0% | -86.4% | -90.1% |
| 1Y | -91.6% | -7.7% | -84.0% | -91.6% |
| All | -91.6% | -7.5% | -84.2% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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