-99.9%
SOXS vs C
+115.5%
-215.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.6% | -19.7% | -15.0% |
| 7D | -22.3% | -0.4% | -21.9% | -19.1% |
| 30D | +21.9% | -5.3% | +27.2% | +16.1% |
| 3M | +4.2% | -8.0% | +12.2% | -5.6% |
| 6M | -43.4% | -0.3% | -43.1% | -33.1% |
| YTD | -92.5% | +8.6% | -101.2% | -88.7% |
| 1Y | -93.5% | +25.8% | -119.3% | -86.4% |
| 3Y | -99.7% | +221.2% | -320.9% | -93.9% |
| 5Y | -99.9% | +113.6% | -213.5% | -98.8% |
| All | -99.9% | +115.5% | -215.4% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling