-100.0%
SOXS vs BABA
+20.8%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -3.7% | -18.6% | -25.7% |
| 7D | -5.1% | +3.8% | -8.9% | -3.6% |
| 30D | +60.4% | -5.4% | +65.7% | +50.0% |
| 3M | +32.7% | -17.9% | +50.6% | +9.0% |
| 6M | -36.2% | -24.1% | -12.1% | -49.7% |
| YTD | -90.9% | -27.4% | -63.5% | -92.6% |
| 1Y | -92.2% | -36.1% | -56.1% | -94.2% |
| 3Y | -99.7% | +35.4% | -135.1% | -99.4% |
| 5Y | -99.9% | -30.1% | -69.8% | -99.9% |
| 10Y | -100.0% | +15.8% | -115.8% | -100.0% |
| All | -100.0% | +20.8% | -120.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling