-100.0%
SOXS vs XOM
+353.6%
-453.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.8% |
| 7D | -9.4% | +1.9% | -11.3% | -7.5% |
| 30D | +6.2% | +4.1% | +2.1% | +10.6% |
| 3M | -28.0% | +10.4% | -38.4% | -23.4% |
| 6M | -99.2% | +13.0% | -112.2% | -99.8% |
| YTD | -99.5% | +40.1% | -139.5% | -99.8% |
| 1Y | -99.7% | +51.1% | -150.9% | -99.9% |
| 3Y | -100.0% | +57.7% | -157.7% | -100.0% |
| 5Y | -100.0% | +264.7% | -364.7% | -100.0% |
| 10Y | -100.0% | +193.1% | -293.1% | -100.0% |
| All | -100.0% | +353.6% | -453.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling