-99.8%
SOXS vs XME
+46.4%
-146.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -9.7% |
| 7D | -7.0% | -0.1% | -6.9% | -7.1% |
| 30D | +2.8% | +6.0% | -3.2% | +19.3% |
| 3M | -9.8% | -7.7% | -2.1% | -4.3% |
| 6M | -99.2% | +1.0% | -100.1% | -96.8% |
| YTD | -99.5% | +14.6% | -114.1% | -97.4% |
| 1Y | -99.8% | +46.0% | -145.7% | -98.4% |
| All | -99.8% | +46.4% | -146.2% | -98.4% |
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