-100.0%
SOXS vs XME
+421.4%
-521.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -7.4% |
| 7D | -4.7% | -4.2% | -0.5% | -11.6% |
| 30D | +7.7% | -2.7% | +10.4% | +4.2% |
| 3M | -10.2% | -3.9% | -6.2% | -5.0% |
| 6M | -99.2% | -1.0% | -98.2% | -97.5% |
| YTD | -99.5% | +9.8% | -109.3% | -98.1% |
| 1Y | -99.8% | +32.5% | -132.3% | -98.5% |
| 3Y | -100.0% | +124.3% | -224.3% | -99.6% |
| 5Y | -100.0% | +165.8% | -265.8% | -99.8% |
| All | -100.0% | +421.4% | -521.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling