-99.9%
SOXS vs ADVB
-88.8%
-11.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -5.0% |
| 7D | -15.6% | -14.0% | -1.6% | -16.0% |
| 30D | +4.8% | +41.0% | -36.2% | +6.3% |
| 3M | -21.6% | +127.9% | -149.5% | -14.2% |
| 6M | -99.3% | +101.3% | -200.7% | -99.2% |
| YTD | -99.5% | +53.8% | -153.3% | -99.5% |
| 1Y | -99.8% | +4.4% | -104.2% | -99.8% |
| All | -99.9% | -88.8% | -11.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling