-100.0%
SOXS vs B
+31.1%
-131.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.7% | +11.7% | +10.8% |
| 7D | -28.4% | -7.3% | -21.1% | -30.3% |
| 30D | +19.4% | -3.3% | +22.8% | +19.0% |
| 3M | +28.2% | -7.8% | +35.9% | +26.5% |
| 6M | -37.7% | -15.5% | -22.2% | -37.3% |
| YTD | -91.6% | -12.3% | -79.4% | -91.0% |
| 1Y | -93.1% | +5.4% | -98.4% | -92.0% |
| 3Y | -99.7% | +165.5% | -265.2% | -99.5% |
| 5Y | -99.9% | +107.0% | -207.0% | -99.9% |
| 10Y | -100.0% | +210.6% | -310.6% | -100.0% |
| All | -100.0% | +31.1% | -131.1% | -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