-99.9%
SOXS vs ADVB
-89.4%
-10.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -2.1% |
| 7D | -16.6% | -13.0% | -3.6% | -17.0% |
| 30D | -4.4% | +7.5% | -11.8% | -4.0% |
| 3M | -26.2% | +129.1% | -155.3% | -19.0% |
| 6M | -99.3% | +71.7% | -171.0% | -99.2% |
| YTD | -99.5% | +45.5% | -145.1% | -99.5% |
| 1Y | -99.8% | -2.7% | -97.0% | -99.8% |
| All | -99.9% | -89.4% | -10.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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