-100.0%
SOXS vs SRE
+464.8%
-564.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.6% |
| 7D | -16.6% | +1.5% | -18.0% | -15.1% |
| 30D | -4.4% | +0.8% | -5.2% | -3.8% |
| 3M | -26.2% | -5.8% | -20.5% | -31.6% |
| 6M | -99.3% | -7.8% | -91.5% | -99.5% |
| YTD | -99.5% | -2.4% | -97.2% | -99.7% |
| 1Y | -99.8% | +8.9% | -108.7% | -99.8% |
| 3Y | -100.0% | +31.1% | -131.1% | -100.0% |
| 5Y | -100.0% | +48.6% | -148.6% | -100.0% |
| 10Y | -100.0% | +126.1% | -226.1% | -100.0% |
| All | -100.0% | +464.8% | -564.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling