-47.7%
SOXS vs B
-17.7%
-30.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | -3.2% |
| 7D | -43.7% | -6.2% | -37.5% | -47.6% |
| 30D | +22.2% | -6.6% | +28.8% | +13.1% |
| 3M | +13.0% | -7.9% | +20.9% | +5.1% |
| 6M | -47.7% | -16.8% | -30.9% | -56.6% |
| All | -47.7% | -17.7% | -30.0% | -56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling