-91.6%
SOXS vs BABA
-34.7%
-57.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.8% | +12.8% |
| 7D | +46.7% | +4.3% | +42.4% | +51.2% |
| 30D | +97.0% | -5.0% | +101.9% | +88.1% |
| 3M | +39.5% | -18.4% | +57.9% | +16.6% |
| 6M | -54.9% | -20.3% | -34.7% | -63.3% |
| YTD | -90.4% | -27.5% | -62.9% | -92.3% |
| 1Y | -91.6% | -35.3% | -56.3% | -93.7% |
| All | -91.6% | -34.7% | -57.0% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling