-100.0%
SOXS vs COST
+2,029.9%
-2,129.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -9.4% | -2.5% | -6.9% | -13.6% |
| 30D | +6.2% | -4.4% | +10.6% | -3.6% |
| 3M | -28.0% | -8.1% | -19.9% | -44.1% |
| 6M | -99.2% | -9.2% | -89.9% | -99.9% |
| YTD | -99.5% | +5.1% | -104.6% | -99.9% |
| 1Y | -99.7% | -5.1% | -94.7% | -100.0% |
| 3Y | -100.0% | +70.4% | -170.3% | -100.0% |
| 5Y | -100.0% | +104.7% | -204.7% | -100.0% |
| 10Y | -100.0% | +608.8% | -708.8% | -100.0% |
| All | -100.0% | +2,029.9% | -2,129.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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