-100.0%
SOXS vs XME
+167.1%
-267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -3.0% |
| 7D | -15.6% | +3.6% | -19.2% | -10.5% |
| 30D | +4.8% | +3.6% | +1.1% | +12.3% |
| 3M | -21.6% | +1.2% | -22.8% | -7.5% |
| 6M | -99.3% | +9.0% | -108.4% | -97.8% |
| YTD | -99.5% | +15.9% | -115.4% | -98.1% |
| 1Y | -99.8% | +43.2% | -143.0% | -98.6% |
| 3Y | -100.0% | +137.4% | -237.4% | -99.6% |
| 5Y | -100.0% | +185.0% | -285.0% | -99.9% |
| 10Y | -100.0% | +409.5% | -509.5% | -100.0% |
| All | -100.0% | +167.1% | -267.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling