-100.0%
SOXS vs ALL
+115.1%
-215.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -16.6% | -2.2% | -14.4% | -16.6% |
| 30D | -4.4% | -5.6% | +1.2% | -4.5% |
| 3M | -26.2% | +17.2% | -43.5% | -24.5% |
| 6M | -99.3% | +23.2% | -122.5% | -99.3% |
| YTD | -99.5% | +23.6% | -123.1% | -99.6% |
| 1Y | -99.8% | +29.2% | -128.9% | -99.8% |
| 3Y | -100.0% | +153.8% | -253.8% | -100.0% |
| 5Y | -100.0% | +116.1% | -216.1% | -100.0% |
| All | -100.0% | +115.1% | -215.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling