-100.0%
SOXS vs XRT
-4.5%
-95.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +6.2% |
| 7D | -9.4% | -3.6% | -5.8% | -17.0% |
| 30D | +6.2% | -6.7% | +12.8% | -11.5% |
| 3M | -28.0% | -1.4% | -26.6% | -32.0% |
| 6M | -99.2% | +1.7% | -100.9% | -98.9% |
| YTD | -99.5% | -1.5% | -98.0% | -99.4% |
| 1Y | -99.7% | -2.5% | -97.3% | -99.7% |
| 3Y | -100.0% | +39.9% | -139.9% | -99.9% |
| 5Y | -100.0% | -2.6% | -97.4% | -100.0% |
| All | -100.0% | -4.5% | -95.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling