-100.0%
SOXS vs ADBE
+626.7%
-726.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -3.2% |
| 7D | -16.6% | -8.9% | -7.7% | -28.2% |
| 30D | -4.4% | -6.6% | +2.3% | -16.0% |
| 3M | -26.2% | +7.1% | -33.4% | -34.5% |
| 6M | -99.3% | -9.8% | -89.5% | -99.8% |
| YTD | -99.5% | -27.2% | -72.3% | -99.9% |
| 1Y | -99.8% | -28.0% | -71.8% | -100.0% |
| 3Y | -100.0% | -54.5% | -45.5% | -100.0% |
| 5Y | -100.0% | -61.5% | -38.5% | -100.0% |
| 10Y | -100.0% | +156.4% | -256.4% | -100.0% |
| All | -100.0% | +626.7% | -726.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling