-100.0%
SOXS vs SRE
+45.6%
-145.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -6.3% |
| 7D | -4.7% | -0.8% | -3.9% | -5.4% |
| 30D | +7.7% | -3.0% | +10.7% | +4.5% |
| 3M | -10.2% | -8.3% | -1.8% | -17.1% |
| 6M | -99.2% | -8.9% | -90.3% | -99.4% |
| YTD | -99.5% | -4.3% | -95.3% | -99.6% |
| 1Y | -99.8% | +2.7% | -102.5% | -99.8% |
| 3Y | -100.0% | +28.7% | -128.7% | -100.0% |
| All | -100.0% | +45.6% | -145.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling