+1,527.5%
META vs SOXS
-100.0%
+1,627.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.2% | +11.2% | -0.8% |
| 7D | +6.7% | -7.0% | +13.7% | +5.5% |
| 30D | +4.8% | +2.8% | +2.0% | +5.9% |
| 3M | -1.6% | -9.8% | +8.2% | +3.3% |
| 6M | -7.5% | -99.2% | +91.7% | -42.4% |
| YTD | -6.4% | -99.5% | +93.1% | -46.4% |
| 1Y | -17.3% | -99.8% | +82.4% | -58.8% |
| 3Y | +109.9% | -100.0% | +209.9% | -17.1% |
| 5Y | +65.4% | -100.0% | +165.4% | -37.8% |
| 10Y | +391.8% | -100.0% | +491.8% | -25.4% |
| All | +1,527.5% | -100.0% | +1,627.5% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling