-97.8%
SOXS vs XE
-42.7%
-55.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.9% | +8.0% | -9.2% |
| 7D | -16.6% | -4.6% | -11.9% | -19.2% |
| 30D | -4.4% | -16.4% | +12.0% | -14.9% |
| 3M | -26.2% | -15.5% | -10.7% | -23.1% |
| All | -97.8% | -42.7% | -55.2% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling