-91.6%
SOXS vs XRT
+18.0%
-109.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.2% | +13.0% |
| 7D | +46.7% | +8.0% | +38.6% | +55.7% |
| 30D | +97.0% | +13.0% | +83.9% | +119.8% |
| 3M | +39.5% | +1.7% | +37.8% | +31.1% |
| 6M | -54.9% | +12.6% | -67.5% | -45.5% |
| YTD | -90.4% | +10.7% | -101.0% | -87.5% |
| 1Y | -91.6% | +18.4% | -110.0% | -87.8% |
| All | -91.6% | +18.0% | -109.6% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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