-100.0%
SOXS vs ADBE
+154.3%
-254.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -3.6% |
| 7D | -4.7% | -5.4% | +0.6% | -12.0% |
| 30D | +7.7% | -2.5% | +10.3% | +1.6% |
| 3M | -10.2% | +15.3% | -25.4% | -7.1% |
| 6M | -99.2% | -7.8% | -91.4% | -99.8% |
| YTD | -99.5% | -27.9% | -71.6% | -99.9% |
| 1Y | -99.8% | -28.0% | -71.7% | -100.0% |
| 3Y | -100.0% | -55.3% | -44.7% | -100.0% |
| 5Y | -100.0% | -61.7% | -38.3% | -100.0% |
| All | -100.0% | +154.3% | -254.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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