-99.2%
SOXS vs XBI
+23.9%
-123.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +4.8% |
| 7D | -9.4% | -4.6% | -4.8% | -17.7% |
| 30D | +6.2% | -0.8% | +6.9% | +4.7% |
| 3M | -28.0% | +21.8% | -49.9% | +30.4% |
| 6M | -99.2% | +23.2% | -122.4% | -97.4% |
| All | -99.2% | +23.9% | -123.1% | -97.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling