-91.6%
SOXS vs B
+27.8%
-119.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.3% | +0.4% | +19.1% |
| 7D | +46.7% | +1.1% | +45.5% | +47.5% |
| 30D | +97.0% | +0.3% | +96.6% | +99.7% |
| 3M | +39.5% | +5.4% | +34.1% | +55.1% |
| 6M | -54.9% | +5.5% | -60.4% | -41.6% |
| YTD | -90.4% | -6.3% | -84.1% | -87.5% |
| 1Y | -91.6% | +29.4% | -121.0% | -82.2% |
| All | -91.6% | +27.8% | -119.4% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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