-100.0%
SOXS vs ALL
+361.5%
-461.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.5% |
| 7D | -9.4% | -4.3% | -5.1% | -13.0% |
| 30D | +6.2% | -3.6% | +9.7% | +1.9% |
| 3M | -28.0% | +13.2% | -41.2% | -23.8% |
| 6M | -99.2% | +22.5% | -121.7% | -99.4% |
| YTD | -99.5% | +22.7% | -122.2% | -99.6% |
| 1Y | -99.7% | +28.3% | -128.1% | -99.8% |
| 3Y | -100.0% | +152.0% | -252.0% | -100.0% |
| 5Y | -100.0% | +115.4% | -215.4% | -100.0% |
| All | -100.0% | +361.5% | -461.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling