-100.0%
SOXS vs XBI
+708.2%
-808.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -6.2% |
| 7D | -4.7% | -4.6% | -0.1% | -11.9% |
| 30D | +7.7% | -2.0% | +9.7% | +3.9% |
| 3M | -10.2% | +17.8% | -27.9% | +23.6% |
| 6M | -99.2% | +23.7% | -122.9% | -98.3% |
| YTD | -99.5% | +28.2% | -127.8% | -98.8% |
| 1Y | -99.8% | +64.0% | -163.7% | -99.1% |
| 3Y | -100.0% | +99.4% | -199.4% | -99.9% |
| 5Y | -100.0% | +19.3% | -119.3% | -100.0% |
| 10Y | -100.0% | +158.7% | -258.7% | -100.0% |
| All | -100.0% | +708.2% | -808.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling