-100.0%
SOXS vs A
+596.4%
-696.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -9.6% |
| 7D | -15.6% | -2.1% | -13.5% | -18.8% |
| 30D | +4.8% | +0.6% | +4.1% | +5.9% |
| 3M | -21.6% | +10.9% | -32.5% | -5.4% |
| 6M | -99.3% | +28.2% | -127.5% | -98.9% |
| YTD | -99.5% | +8.6% | -108.1% | -99.4% |
| 1Y | -99.8% | +15.5% | -115.3% | -99.7% |
| 3Y | -100.0% | +31.8% | -131.8% | -100.0% |
| 5Y | -100.0% | -14.9% | -85.1% | -100.0% |
| 10Y | -100.0% | +237.8% | -337.8% | -100.0% |
| All | -100.0% | +596.4% | -696.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling