-100.0%
SOXS vs BABA
+31.3%
-131.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -9.2% |
| 7D | -7.0% | -4.8% | -2.2% | -10.3% |
| 30D | +2.8% | -11.9% | +14.7% | -7.4% |
| 3M | -9.8% | -9.3% | -0.6% | -15.7% |
| 6M | -99.2% | -14.2% | -84.9% | -99.3% |
| YTD | -99.5% | -22.0% | -77.5% | -99.6% |
| 1Y | -99.8% | -12.7% | -87.1% | -99.8% |
| All | -100.0% | +31.3% | -131.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling