-100.0%
SOXS vs COMP
-32.0%
-67.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.5% | -6.5% |
| 7D | -15.6% | +4.1% | -19.7% | -13.9% |
| 30D | +4.8% | -14.5% | +19.3% | -2.7% |
| 3M | -21.6% | +41.8% | -63.4% | -3.3% |
| 6M | -99.3% | +23.6% | -122.9% | -99.3% |
| YTD | -99.5% | +1.7% | -101.2% | -99.5% |
| 1Y | -99.8% | +12.6% | -112.3% | -99.7% |
| 3Y | -100.0% | +221.9% | -321.8% | -100.0% |
| 5Y | -100.0% | -28.1% | -71.9% | -100.0% |
| All | -100.0% | -32.0% | -67.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling