-100.0%
SOXS vs XRT
+128.2%
-228.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -2.7% |
| 7D | -4.7% | -3.2% | -1.6% | -11.1% |
| 30D | +7.7% | -4.5% | +12.2% | -3.3% |
| 3M | -10.2% | -3.1% | -7.1% | -19.0% |
| 6M | -99.2% | +4.2% | -103.4% | -98.9% |
| YTD | -99.5% | -0.1% | -99.4% | -99.4% |
| 1Y | -99.8% | -3.0% | -96.7% | -99.7% |
| 3Y | -100.0% | +41.8% | -141.8% | -99.9% |
| 5Y | -100.0% | -1.3% | -98.7% | -100.0% |
| All | -100.0% | +128.2% | -228.2% | -100.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling