-99.8%
SOXS vs ADI
+54.8%
-154.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.4% | +9.8% |
| 7D | -4.7% | +4.6% | -9.3% | +10.1% |
| 30D | +7.7% | -1.2% | +8.9% | +6.8% |
| 3M | -10.2% | -7.8% | -2.3% | -3.4% |
| 6M | -99.2% | +19.3% | -118.6% | -93.3% |
| YTD | -99.5% | +40.9% | -140.4% | -93.7% |
| 1Y | -99.8% | +54.5% | -154.3% | -95.5% |
| All | -99.8% | +54.8% | -154.6% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling