-99.9%
SOXS vs ASML
+83.1%
-183.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.1% | +11.2% | +10.8% |
| 7D | -28.4% | +4.9% | -33.4% | -17.0% |
| 30D | +19.4% | -9.3% | +28.7% | +15.5% |
| 3M | +28.2% | -19.0% | +47.1% | +5.0% |
| 6M | -37.7% | -5.2% | -32.5% | +10.2% |
| YTD | -91.6% | +40.6% | -132.2% | -54.1% |
| 1Y | -93.1% | +47.5% | -140.6% | -55.3% |
| 3Y | -99.7% | +133.9% | -233.6% | -80.7% |
| All | -99.9% | +83.1% | -183.0% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling