-100.0%
SOXS vs C
+301.2%
-401.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.9% |
| 7D | -9.4% | +0.3% | -9.7% | -9.2% |
| 30D | +6.2% | +2.0% | +4.1% | +9.7% |
| 3M | -28.0% | +4.4% | -32.4% | -16.9% |
| 6M | -99.2% | +28.3% | -127.5% | -98.1% |
| YTD | -99.5% | +20.5% | -120.0% | -98.9% |
| 1Y | -99.7% | +45.5% | -145.3% | -99.2% |
| 3Y | -100.0% | +274.0% | -374.0% | -99.6% |
| 5Y | -100.0% | +136.1% | -236.1% | -99.9% |
| All | -100.0% | +301.2% | -401.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded C 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling