-91.6%
SOXS vs XLRE
+14.1%
-105.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.4% | +5.7% |
| 7D | +46.7% | +7.1% | +39.6% | +38.8% |
| 30D | +97.0% | +10.9% | +86.0% | +83.7% |
| 3M | +39.5% | +0.7% | +38.8% | +37.7% |
| 6M | -54.9% | +4.1% | -59.1% | -54.5% |
| YTD | -90.4% | +14.5% | -104.9% | -88.6% |
| 1Y | -91.6% | +14.1% | -105.7% | -90.2% |
| All | -91.6% | +14.1% | -105.8% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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