-99.8%
SOXS vs ALL
+28.3%
-128.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.8% | -6.9% |
| 7D | -7.0% | 0.0% | -7.0% | -6.9% |
| 30D | +2.8% | -1.5% | +4.3% | +6.6% |
| 3M | -9.8% | +23.6% | -33.5% | -35.7% |
| 6M | -99.2% | +22.3% | -121.5% | -99.1% |
| YTD | -99.5% | +26.5% | -126.0% | -99.5% |
| 1Y | -99.8% | +27.0% | -126.8% | -99.8% |
| All | -99.8% | +28.3% | -128.1% | -99.8% |
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