-100.0%
SOXS vs A
-14.3%
-85.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.2% | -1.2% |
| 7D | -4.7% | -2.6% | -2.1% | -8.8% |
| 30D | +7.7% | -0.9% | +8.6% | +6.9% |
| 3M | -10.2% | +13.6% | -23.8% | +13.1% |
| 6M | -99.2% | +27.8% | -127.0% | -98.7% |
| YTD | -99.5% | +8.6% | -108.2% | -99.4% |
| 1Y | -99.8% | +16.9% | -116.6% | -99.7% |
| 3Y | -100.0% | +32.9% | -132.9% | -99.9% |
| All | -100.0% | -14.3% | -85.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling