-100.0%
SOXS vs B
+56.0%
-156.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.2% | -8.0% | -11.1% |
| 7D | -7.0% | -1.6% | -5.4% | -7.6% |
| 30D | +2.8% | +9.4% | -6.6% | +7.5% |
| 3M | -9.8% | +5.0% | -14.8% | -3.5% |
| 6M | -99.2% | -3.5% | -95.6% | -98.9% |
| YTD | -99.5% | +4.5% | -104.0% | -99.3% |
| 1Y | -99.8% | +67.8% | -167.6% | -99.6% |
| 3Y | -100.0% | +196.7% | -296.7% | -100.0% |
| 5Y | -100.0% | +151.9% | -251.9% | -100.0% |
| 10Y | -100.0% | +202.2% | -302.2% | -100.0% |
| All | -100.0% | +56.0% | -156.0% | -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