-100.0%
SOXS vs COMP
-47.7%
-52.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.5% | -10.7% | -9.9% |
| 7D | -7.0% | +1.4% | -8.4% | -6.2% |
| 30D | +2.8% | -13.3% | +16.1% | -3.7% |
| 3M | -9.8% | +41.1% | -51.0% | +10.9% |
| 6M | -99.2% | +17.2% | -116.4% | -99.1% |
| YTD | -99.5% | +5.2% | -104.7% | -99.5% |
| 1Y | -99.8% | +18.9% | -118.7% | -99.7% |
| 3Y | -100.0% | +215.9% | -315.9% | -100.0% |
| 5Y | -100.0% | -31.2% | -68.8% | -100.0% |
| All | -100.0% | -47.7% | -52.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling