-99.8%
SOXS vs A
+21.7%
-121.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.6% | -10.8% | -9.7% |
| 7D | -7.0% | -1.9% | -5.0% | -8.2% |
| 30D | +2.8% | +6.9% | -4.1% | +8.5% |
| 3M | -9.8% | +9.2% | -19.1% | -2.3% |
| 6M | -99.2% | +25.7% | -124.9% | -99.0% |
| YTD | -99.5% | +11.5% | -111.0% | -99.4% |
| 1Y | -99.8% | +18.4% | -118.1% | -99.7% |
| All | -99.8% | +21.7% | -121.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling