-100.0%
SOXS vs BABA
+8.5%
-108.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | -5.6% |
| 7D | -43.7% | -12.7% | -31.0% | -50.9% |
| 30D | +22.2% | -14.9% | +37.1% | +3.4% |
| 3M | +13.0% | -24.6% | +37.6% | -14.2% |
| 6M | -47.7% | -29.3% | -18.3% | -61.6% |
| YTD | -92.5% | -35.0% | -57.4% | -94.5% |
| 1Y | -93.1% | -39.7% | -53.4% | -95.2% |
| 3Y | -99.7% | +21.2% | -120.9% | -99.5% |
| 5Y | -99.9% | -39.9% | -60.0% | -99.9% |
| All | -100.0% | +8.5% | -108.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling