-99.9%
SOXS vs ADVB
-88.3%
-11.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.7% | -9.5% | -10.2% |
| 7D | -7.0% | -3.8% | -3.2% | -7.1% |
| 30D | +2.8% | +17.6% | -14.8% | +3.4% |
| 3M | -9.8% | +119.1% | -129.0% | -1.7% |
| 6M | -99.2% | +103.4% | -202.6% | -99.1% |
| YTD | -99.5% | +59.8% | -159.3% | -99.4% |
| 1Y | -99.8% | +8.5% | -108.3% | -99.8% |
| All | -99.9% | -88.3% | -11.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling