-91.6%
SOXS vs A
+24.4%
-116.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +9.7% |
| 7D | +46.7% | -2.4% | +49.0% | +44.9% |
| 30D | +97.0% | +3.6% | +93.4% | +105.1% |
| 3M | +39.5% | +27.5% | +12.1% | +72.6% |
| 6M | -54.9% | +58.5% | -113.4% | -30.8% |
| YTD | -90.4% | +31.2% | -121.6% | -87.8% |
| 1Y | -91.6% | +22.2% | -113.8% | -90.0% |
| All | -91.6% | +24.4% | -116.0% | -90.0% |
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