-100.0%
SOXS vs BABA
+16.4%
-116.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.2% | -17.0% | -19.2% |
| 7D | -22.3% | -3.6% | -18.7% | -26.2% |
| 30D | +21.9% | -8.4% | +30.2% | +10.4% |
| 3M | +4.2% | -20.6% | +24.8% | -16.9% |
| 6M | -43.4% | -25.4% | -18.0% | -56.1% |
| YTD | -92.5% | -30.1% | -62.4% | -94.1% |
| 1Y | -93.5% | -36.3% | -57.2% | -95.2% |
| 3Y | -99.7% | +30.4% | -130.1% | -99.5% |
| 5Y | -99.9% | -35.7% | -64.2% | -99.9% |
| 10Y | -100.0% | +16.0% | -116.0% | -100.0% |
| All | -100.0% | +16.4% | -116.4% | -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