-91.6%
SOXS vs ASML
+43.4%
-135.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.6% | +12.4% | -0.2% |
| 7D | +46.7% | -10.0% | +56.7% | +17.5% |
| 30D | +97.0% | -19.4% | +116.4% | +27.8% |
| 3M | +39.5% | -12.5% | +52.0% | +20.2% |
| 6M | -54.9% | +8.2% | -63.2% | -5.2% |
| YTD | -90.4% | +40.7% | -131.1% | -57.5% |
| 1Y | -91.6% | +46.1% | -137.8% | -55.9% |
| All | -91.6% | +43.4% | -135.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 1y: compounded portfolio wealth divided by compounded ASML 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…
1y analysis · Full analysis span regression · 6 months rolling