-93.1%
SOXS vs COMP
+7.7%
-100.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.4% | +12.0% |
| 7D | -28.4% | 0.0% | -28.4% | -27.5% |
| 30D | +19.4% | +16.6% | +2.9% | +33.8% |
| 3M | +28.2% | -23.5% | +51.7% | +15.2% |
| 6M | -37.7% | +25.7% | -63.4% | -20.6% |
| YTD | -91.6% | -3.4% | -88.2% | -88.8% |
| 1Y | -93.1% | +7.6% | -100.7% | -89.8% |
| All | -93.1% | +7.7% | -100.8% | -89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling