-91.6%
SOXS vs ALL
+42.7%
-134.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +1.1% |
| 7D | +46.7% | +7.5% | +39.1% | +23.1% |
| 30D | +97.0% | +19.7% | +77.2% | +28.9% |
| 3M | +39.5% | +2.9% | +36.6% | +34.8% |
| 6M | -54.9% | +23.5% | -78.5% | -68.0% |
| YTD | -90.4% | +31.1% | -121.5% | -93.6% |
| 1Y | -91.6% | +40.5% | -132.1% | -95.2% |
| All | -91.6% | +42.7% | -134.3% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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