-100.0%
SOXS vs ADBE
-62.5%
-37.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.4% | +10.5% | +5.6% |
| 7D | -9.4% | -12.9% | +3.5% | -22.5% |
| 30D | +6.2% | -5.6% | +11.8% | -1.7% |
| 3M | -28.0% | +6.6% | -34.6% | -34.4% |
| 6M | -99.2% | -9.6% | -89.6% | -99.7% |
| YTD | -99.5% | -28.9% | -70.6% | -99.9% |
| 1Y | -99.7% | -28.9% | -70.8% | -99.9% |
| 3Y | -100.0% | -55.6% | -44.4% | -100.0% |
| All | -100.0% | -62.5% | -37.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling