-91.6%
SOXS vs XME
+5.2%
-96.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +6.3% |
| 7D | +46.7% | -5.5% | +52.1% | +30.2% |
| 30D | +97.0% | -11.1% | +108.1% | +57.9% |
| 3M | +39.5% | -11.1% | +50.7% | +15.2% |
| 6M | -54.9% | -18.0% | -36.9% | -58.6% |
| YTD | -90.4% | -7.4% | -83.0% | -86.2% |
| 1Y | -91.6% | +6.7% | -98.3% | -82.1% |
| All | -91.6% | +5.2% | -96.9% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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