-100.0%
SOXS vs ASX
+962.9%
-1,062.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.0% | +13.1% | +7.3% |
| 7D | -28.4% | +12.4% | -40.8% | -6.1% |
| 30D | +19.4% | -19.8% | +39.2% | +5.9% |
| 3M | +28.2% | -10.3% | +38.5% | +54.0% |
| 6M | -37.7% | +1.2% | -38.9% | +53.6% |
| YTD | -91.6% | +123.0% | -214.7% | +8.5% |
| 1Y | -93.1% | +145.4% | -238.5% | +11.5% |
| 3Y | -99.7% | +368.6% | -468.3% | -57.6% |
| 5Y | -99.9% | +486.0% | -586.0% | -58.6% |
| All | -100.0% | +962.9% | -1,062.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling