-100.0%
SOXS vs COMP
-52.8%
-47.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | -0.2% |
| 7D | -43.7% | +8.9% | -52.6% | -40.1% |
| 30D | +22.2% | +14.0% | +8.2% | +34.4% |
| 3M | +13.0% | -21.1% | +34.1% | +4.8% |
| 6M | -47.7% | +20.1% | -67.8% | -37.8% |
| YTD | -92.5% | -5.0% | -87.4% | -91.2% |
| 1Y | -93.1% | +5.7% | -98.8% | -91.4% |
| 3Y | -99.7% | +412.2% | -512.0% | -99.0% |
| 5Y | -99.9% | -12.1% | -87.9% | -99.8% |
| All | -100.0% | -52.8% | -47.2% | -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