-100.0%
SOXS vs XOM
+57.7%
-157.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.0% | -5.6% |
| 7D | -4.7% | +4.1% | -8.8% | -5.2% |
| 30D | +7.7% | +4.6% | +3.2% | +7.3% |
| 3M | -10.2% | +14.0% | -24.1% | -11.7% |
| 6M | -99.2% | +11.0% | -110.2% | -99.3% |
| YTD | -99.5% | +40.7% | -140.2% | -99.5% |
| 1Y | -99.8% | +52.3% | -152.1% | -99.7% |
| 3Y | -100.0% | +60.5% | -160.4% | -100.0% |
| All | -100.0% | +57.7% | -157.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 3y: compounded portfolio wealth divided by compounded XOM 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…
3y analysis · Full analysis span regression · 6 months rolling