-100.0%
SOXS vs B
+154.3%
-254.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -6.1% |
| 7D | -15.6% | +2.3% | -17.9% | -14.1% |
| 30D | +4.8% | +1.4% | +3.4% | +6.7% |
| 3M | -21.6% | +12.2% | -33.8% | -7.3% |
| 6M | -99.3% | -2.1% | -97.2% | -98.9% |
| YTD | -99.5% | +2.9% | -102.5% | -99.1% |
| 1Y | -99.8% | +55.3% | -155.1% | -99.4% |
| 3Y | -100.0% | +198.7% | -298.7% | -99.9% |
| 5Y | -100.0% | +153.8% | -253.8% | -100.0% |
| All | -100.0% | +154.3% | -254.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling