-100.0%
SOXS vs BABA
+14.2%
-114.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -4.6% |
| 7D | -16.6% | -2.2% | -14.4% | -18.2% |
| 30D | -4.4% | -17.3% | +13.0% | -20.6% |
| 3M | -26.2% | -7.8% | -18.5% | -31.5% |
| 6M | -99.3% | -16.8% | -82.5% | -99.4% |
| YTD | -99.5% | -24.7% | -74.9% | -99.6% |
| 1Y | -99.8% | -24.9% | -74.8% | -99.8% |
| 3Y | -100.0% | +29.1% | -129.1% | -100.0% |
| 5Y | -100.0% | -30.5% | -69.5% | -100.0% |
| 10Y | -100.0% | +16.7% | -116.7% | -100.0% |
| All | -100.0% | +14.2% | -114.2% | -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