-37.7%
SOXS vs ALL
+26.7%
-64.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +9.9% |
| 7D | -28.4% | +5.0% | -33.5% | -39.6% |
| 30D | +19.4% | +13.3% | +6.1% | -20.3% |
| 3M | +28.2% | +3.2% | +25.0% | +22.3% |
| 6M | -37.7% | +25.3% | -63.1% | -73.6% |
| All | -37.7% | +26.7% | -64.4% | -73.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling