-89.6%
SOXS vs ASML
+37.9%
-127.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +5.0% | -17.7% | +0.2% |
| 7D | +36.2% | -9.0% | +45.2% | +17.2% |
| 30D | +131.5% | -21.0% | +152.4% | +53.6% |
| 3M | +60.5% | -16.3% | +76.8% | +32.6% |
| 6M | -25.9% | -7.5% | -18.4% | +15.9% |
| YTD | -88.3% | +34.0% | -122.3% | -51.7% |
| 1Y | -89.6% | +39.3% | -128.9% | -50.2% |
| All | -89.6% | +37.9% | -127.5% | -50.2% |
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