-99.8%
SOXS vs XBI
+66.9%
-166.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -6.3% |
| 7D | -4.7% | -4.6% | -0.1% | -13.1% |
| 30D | +7.7% | -2.0% | +9.7% | +3.2% |
| 3M | -10.2% | +17.8% | -27.9% | +36.9% |
| 6M | -99.2% | +23.7% | -122.9% | -97.8% |
| YTD | -99.5% | +28.2% | -127.8% | -98.6% |
| 1Y | -99.8% | +64.0% | -163.7% | -98.7% |
| All | -99.8% | +66.9% | -166.7% | -98.7% |
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