-100.0%
SOXS vs BABA
-31.3%
-68.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.2% |
| 7D | -15.6% | -0.2% | -15.4% | -15.6% |
| 30D | +4.8% | -12.3% | +17.0% | -5.2% |
| 3M | -21.6% | -5.3% | -16.3% | -24.2% |
| 6M | -99.3% | -13.1% | -86.3% | -99.4% |
| YTD | -99.5% | -22.4% | -77.1% | -99.6% |
| 1Y | -99.8% | -19.5% | -80.3% | -99.8% |
| 3Y | -100.0% | +32.9% | -132.9% | -100.0% |
| 5Y | -100.0% | -29.9% | -70.1% | -100.0% |
| All | -100.0% | -31.3% | -68.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling