-99.2%
SOXS vs XOM
+13.7%
-112.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.0% | -6.8% |
| 7D | -4.7% | +4.1% | -8.8% | -14.9% |
| 30D | +7.7% | +4.6% | +3.2% | -5.2% |
| 3M | -10.2% | +14.0% | -24.1% | -38.4% |
| 6M | -99.2% | +11.0% | -110.2% | -98.3% |
| All | -99.2% | +13.7% | -112.9% | -98.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling