-100.0%
SOXS vs ALL
+1,091.3%
-1,191.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.8% | -11.8% |
| 7D | -7.0% | 0.0% | -7.0% | -7.1% |
| 30D | +2.8% | -1.5% | +4.3% | -0.6% |
| 3M | -9.8% | +23.6% | -33.5% | +5.0% |
| 6M | -99.2% | +22.3% | -121.5% | -99.5% |
| YTD | -99.5% | +26.5% | -126.0% | -99.7% |
| 1Y | -99.8% | +27.0% | -126.8% | -99.9% |
| 3Y | -100.0% | +149.6% | -249.6% | -100.0% |
| 5Y | -100.0% | +118.1% | -218.1% | -100.0% |
| 10Y | -100.0% | +369.0% | -469.0% | -100.0% |
| All | -100.0% | +1,091.3% | -1,191.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling