-100.0%
SOXS vs ABNB
+16.2%
-116.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -4.9% |
| 7D | -16.6% | -7.4% | -9.1% | -23.5% |
| 30D | -4.4% | -8.2% | +3.8% | -14.2% |
| 3M | -26.2% | +29.1% | -55.4% | -4.7% |
| 6M | -99.3% | +26.6% | -125.8% | -99.0% |
| YTD | -99.5% | +25.0% | -124.5% | -99.4% |
| 1Y | -99.8% | +37.0% | -136.8% | -99.7% |
| 3Y | -100.0% | +16.3% | -116.3% | -100.0% |
| 5Y | -100.0% | +2.2% | -102.2% | -100.0% |
| All | -100.0% | +16.2% | -116.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling