-100.0%
SOXS vs B
+209.1%
-309.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.5% | +10.6% | +6.6% |
| 7D | -9.4% | -5.0% | -4.4% | -12.2% |
| 30D | +6.2% | +8.7% | -2.6% | +12.2% |
| 3M | -28.0% | +17.3% | -45.3% | -16.8% |
| 6M | -99.2% | -5.0% | -94.1% | -98.8% |
| YTD | -99.5% | +1.4% | -100.9% | -99.2% |
| 1Y | -99.7% | +50.5% | -150.3% | -99.5% |
| 3Y | -100.0% | +194.4% | -294.3% | -99.9% |
| 5Y | -100.0% | +156.7% | -256.7% | -100.0% |
| All | -100.0% | +209.1% | -309.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling