-99.7%
SOXS vs COMP
+423.6%
-523.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.4% | +11.8% |
| 7D | -28.4% | 0.0% | -28.4% | -27.7% |
| 30D | +19.4% | +16.6% | +2.9% | +31.2% |
| 3M | +28.2% | -23.5% | +51.7% | +18.3% |
| 6M | -37.7% | +25.7% | -63.4% | -25.5% |
| YTD | -91.6% | -3.4% | -88.2% | -90.1% |
| 1Y | -93.1% | +7.6% | -100.7% | -91.4% |
| 3Y | -99.7% | +423.6% | -523.3% | -99.3% |
| All | -99.7% | +423.6% | -523.3% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling