-43.4%
SOXS vs COMP
+17.7%
-61.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.7% | -20.8% | -16.6% |
| 7D | -22.3% | +2.2% | -24.5% | -18.3% |
| 30D | +21.9% | +16.3% | +5.5% | +33.9% |
| 3M | +4.2% | -19.1% | +23.4% | -0.9% |
| 6M | -43.4% | +17.1% | -60.5% | -26.9% |
| All | -43.4% | +17.7% | -61.0% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling