-100.0%
SOXS vs B
+31.9%
-131.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | -0.4% |
| 7D | -43.7% | -6.2% | -37.5% | -44.9% |
| 30D | +22.2% | -6.6% | +28.8% | +20.2% |
| 3M | +13.0% | -7.9% | +20.9% | +11.4% |
| 6M | -47.7% | -16.8% | -30.9% | -47.7% |
| YTD | -92.5% | -11.7% | -80.8% | -91.9% |
| 1Y | -93.1% | +3.5% | -96.6% | -92.1% |
| 3Y | -99.7% | +165.7% | -265.4% | -99.5% |
| 5Y | -99.9% | +108.4% | -208.3% | -99.9% |
| 10Y | -100.0% | +212.7% | -312.7% | -100.0% |
| All | -100.0% | +31.9% | -131.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling