-91.6%
SOXS vs XBI
+47.5%
-139.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +13.3% |
| 7D | +46.7% | +1.0% | +45.6% | +50.2% |
| 30D | +97.0% | +1.9% | +95.1% | +107.8% |
| 3M | +39.5% | +4.8% | +34.8% | +57.0% |
| 6M | -54.9% | +19.3% | -74.2% | -26.5% |
| YTD | -90.4% | +30.6% | -121.0% | -80.3% |
| 1Y | -91.6% | +47.9% | -139.5% | -79.3% |
| All | -91.6% | +47.5% | -139.1% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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