-100.0%
SOXS vs COMP
-49.2%
-50.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +5.7% | -27.9% | -19.5% |
| 7D | -5.1% | +14.5% | -19.6% | +4.1% |
| 30D | +60.4% | +14.9% | +45.5% | +76.9% |
| 3M | +32.7% | -14.2% | +46.9% | +27.8% |
| 6M | -36.2% | +23.7% | -59.9% | -23.1% |
| YTD | -90.9% | +2.1% | -93.0% | -89.0% |
| 1Y | -92.2% | +26.2% | -118.4% | -89.4% |
| 3Y | -99.7% | +470.9% | -570.6% | -98.9% |
| 5Y | -99.9% | -14.0% | -85.9% | -99.8% |
| All | -100.0% | -49.2% | -50.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling