-100.0%
SOXS vs ADSK
+634.2%
-734.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.0% |
| 7D | -4.7% | -2.5% | -2.2% | -8.7% |
| 30D | +7.7% | -14.9% | +22.6% | -16.4% |
| 3M | -10.2% | +3.3% | -13.5% | -18.7% |
| 6M | -99.2% | -15.7% | -83.5% | -99.7% |
| YTD | -99.5% | -28.2% | -71.3% | -99.8% |
| 1Y | -99.8% | -34.5% | -65.2% | -99.9% |
| 3Y | -100.0% | -2.9% | -97.1% | -100.0% |
| 5Y | -100.0% | -25.3% | -74.7% | -100.0% |
| 10Y | -100.0% | +217.8% | -317.8% | -100.0% |
| All | -100.0% | +634.2% | -734.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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