-100.0%
SOXS vs ALL
+1,128.3%
-1,228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.5% |
| 7D | -28.4% | +5.0% | -33.5% | -24.4% |
| 30D | +19.4% | +13.3% | +6.1% | +34.0% |
| 3M | +28.2% | +3.2% | +25.0% | +24.5% |
| 6M | -37.7% | +25.3% | -63.1% | -30.9% |
| YTD | -91.6% | +30.5% | -122.1% | -90.6% |
| 1Y | -93.1% | +29.2% | -122.3% | -92.3% |
| 3Y | -99.7% | +119.1% | -218.8% | -99.2% |
| 5Y | -99.9% | +162.6% | -262.5% | -99.7% |
| 10Y | -100.0% | +378.8% | -478.8% | -100.0% |
| All | -100.0% | +1,128.3% | -1,228.3% | -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