-100.0%
SOXS vs BEN
+77.6%
-177.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -4.4% |
| 7D | -16.6% | +3.4% | -19.9% | -11.5% |
| 30D | -4.4% | +1.8% | -6.1% | -0.6% |
| 3M | -26.2% | +8.4% | -34.6% | -11.6% |
| 6M | -99.3% | +35.6% | -134.9% | -97.9% |
| YTD | -99.5% | +46.4% | -145.9% | -98.4% |
| 1Y | -99.8% | +46.3% | -146.1% | -99.2% |
| 3Y | -100.0% | +54.6% | -154.6% | -99.9% |
| 5Y | -100.0% | +39.4% | -139.4% | -100.0% |
| 10Y | -100.0% | +57.6% | -157.6% | -100.0% |
| All | -100.0% | +77.6% | -177.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling