-93.1%
SOXS vs BABA
-40.8%
-52.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +7.9% | -4.0% |
| 7D | -43.7% | -12.7% | -31.0% | -49.1% |
| 30D | +22.2% | -14.9% | +37.1% | +6.8% |
| 3M | +13.0% | -24.6% | +37.6% | -10.7% |
| 6M | -47.7% | -29.3% | -18.3% | -62.0% |
| YTD | -92.5% | -35.0% | -57.4% | -94.5% |
| 1Y | -93.1% | -39.7% | -53.4% | -95.2% |
| All | -93.1% | -40.8% | -52.3% | -95.2% |
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