-100.0%
SOXS vs XLRE
+109.5%
-209.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -3.7% |
| 7D | -4.7% | -1.2% | -3.6% | -6.9% |
| 30D | +7.7% | -2.4% | +10.1% | +2.0% |
| 3M | -10.2% | -2.5% | -7.7% | -20.1% |
| 6M | -99.2% | +4.0% | -103.2% | -99.1% |
| YTD | -99.5% | +9.3% | -108.8% | -99.4% |
| 1Y | -99.8% | +5.6% | -105.3% | -99.7% |
| 3Y | -100.0% | +31.3% | -131.3% | -100.0% |
| 5Y | -100.0% | +9.5% | -109.5% | -100.0% |
| 10Y | -100.0% | +89.0% | -189.0% | -100.0% |
| All | -100.0% | +109.5% | -209.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling