-0.3%
META vs SOXS
-30.3%
+30.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.6% | +13.5% | +0.4% |
| 7D | -0.8% | +36.2% | -37.0% | +0.7% |
| 30D | -15.4% | +131.5% | -146.9% | -12.9% |
| 3M | +3.5% | +60.5% | -57.0% | +6.3% |
| 6M | -0.3% | -25.9% | +25.6% | +3.9% |
| All | -0.3% | -30.3% | +30.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 6mo: compounded portfolio wealth divided by compounded SOXS 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…
6mo analysis · Full analysis span regression · 6 months rolling