-100.0%
SOXS vs ASML
+4,719.5%
-4,819.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.8% | -19.9% | -14.5% |
| 7D | -22.3% | +2.5% | -24.9% | -9.7% |
| 30D | +21.9% | -12.2% | +34.1% | +12.3% |
| 3M | +4.2% | -14.6% | +18.8% | -1.9% |
| 6M | -43.4% | -1.7% | -41.6% | +6.0% |
| YTD | -92.5% | +44.3% | -136.8% | -61.4% |
| 1Y | -93.5% | +51.0% | -144.5% | -60.8% |
| 3Y | -99.7% | +137.6% | -237.3% | -86.8% |
| 5Y | -99.9% | +92.7% | -192.7% | -92.1% |
| 10Y | -100.0% | +1,582.8% | -1,682.8% | -98.8% |
| All | -100.0% | +4,719.5% | -4,819.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling