-100.0%
SOXS vs BEN
+36.2%
-136.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.4% | +5.7% |
| 7D | -9.4% | +0.3% | -9.7% | -8.3% |
| 30D | +6.2% | +0.9% | +5.3% | +9.1% |
| 3M | -28.0% | +9.2% | -37.2% | -11.3% |
| 6M | -99.2% | +36.8% | -136.0% | -97.4% |
| YTD | -99.5% | +44.4% | -143.9% | -98.2% |
| 1Y | -99.7% | +45.8% | -145.6% | -99.1% |
| 3Y | -100.0% | +52.5% | -152.5% | -99.9% |
| 5Y | -100.0% | +37.7% | -137.7% | -100.0% |
| All | -100.0% | +36.2% | -136.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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