-91.6%
SOXS vs XPO
+38.8%
-130.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +7.0% |
| 7D | +46.7% | +3.5% | +43.2% | +51.0% |
| 30D | +97.0% | +2.8% | +94.1% | +101.2% |
| 3M | +39.5% | -7.5% | +47.0% | +29.5% |
| 6M | -54.9% | -5.9% | -49.0% | -54.5% |
| YTD | -90.4% | +38.4% | -128.8% | -86.2% |
| 1Y | -91.6% | +33.7% | -125.3% | -88.2% |
| All | -91.6% | +38.8% | -130.4% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling