-99.7%
SOXS vs B
+165.5%
-265.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | -2.2% |
| 7D | -43.7% | -6.2% | -37.5% | -46.6% |
| 30D | +22.2% | -6.6% | +28.8% | +16.8% |
| 3M | +13.0% | -7.9% | +20.9% | +7.9% |
| 6M | -47.7% | -16.8% | -30.9% | -48.7% |
| YTD | -92.5% | -11.7% | -80.8% | -91.3% |
| 1Y | -93.1% | +3.5% | -96.6% | -90.9% |
| All | -99.7% | +165.5% | -265.3% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling