-100.0%
SOXS vs ABNB
+16.6%
-116.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -4.0% |
| 7D | -4.7% | -6.5% | +1.7% | -11.4% |
| 30D | +7.7% | -5.5% | +13.2% | +0.1% |
| 3M | -10.2% | +30.0% | -40.2% | +16.3% |
| 6M | -99.2% | +27.6% | -126.8% | -98.9% |
| YTD | -99.5% | +25.4% | -124.9% | -99.3% |
| 1Y | -99.8% | +38.3% | -138.1% | -99.6% |
| 3Y | -100.0% | +15.5% | -115.5% | -100.0% |
| 5Y | -100.0% | +3.0% | -103.0% | -100.0% |
| All | -100.0% | +16.6% | -116.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling