-99.8%
SOXS vs ASML
+125.0%
-224.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.8% | +2.0% |
| 7D | -15.6% | +6.0% | -21.6% | -2.3% |
| 30D | +4.8% | +1.4% | +3.4% | +11.8% |
| 3M | -21.6% | +1.0% | -22.7% | +14.1% |
| 6M | -99.3% | +37.0% | -136.3% | -97.7% |
| YTD | -99.5% | +65.8% | -165.3% | -97.4% |
| 1Y | -99.8% | +123.1% | -222.9% | -98.1% |
| All | -99.8% | +125.0% | -224.7% | -98.1% |
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