-100.0%
SOXS vs XRT
+452.1%
-552.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.0% | -11.2% | -8.0% |
| 7D | -7.0% | +0.8% | -7.8% | -5.1% |
| 30D | +2.8% | -4.2% | +7.0% | -7.7% |
| 3M | -9.8% | +5.1% | -14.9% | -0.3% |
| 6M | -99.2% | +2.4% | -101.6% | -98.9% |
| YTD | -99.5% | +3.2% | -102.7% | -99.3% |
| 1Y | -99.8% | +1.5% | -101.3% | -99.7% |
| 3Y | -100.0% | +40.6% | -140.5% | -99.9% |
| 5Y | -100.0% | -1.0% | -99.0% | -100.0% |
| 10Y | -100.0% | +128.4% | -228.4% | -100.0% |
| All | -100.0% | +452.1% | -552.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling