-100.0%
SOXS vs XHB
+33.0%
-133.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -1.9% |
| 7D | -4.7% | -4.6% | -0.1% | -14.7% |
| 30D | +7.7% | -9.1% | +16.9% | -13.6% |
| 3M | -10.2% | -8.6% | -1.6% | -24.1% |
| 6M | -99.2% | -4.0% | -95.2% | -98.4% |
| YTD | -99.5% | -3.9% | -95.6% | -99.0% |
| 1Y | -99.8% | -16.5% | -83.3% | -99.6% |
| 3Y | -100.0% | +22.6% | -122.6% | -99.9% |
| All | -100.0% | +33.0% | -133.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling