-91.6%
SOXS vs D
+23.9%
-115.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.4% | +4.3% | +3.0% |
| 7D | +46.7% | +8.5% | +38.1% | +33.9% |
| 30D | +97.0% | +14.3% | +82.7% | +73.2% |
| 3M | +39.5% | +1.8% | +37.8% | +34.6% |
| 6M | -54.9% | +13.0% | -68.0% | -58.7% |
| YTD | -90.4% | +22.7% | -113.1% | -92.0% |
| 1Y | -91.6% | +22.6% | -114.3% | -93.1% |
| All | -91.6% | +23.9% | -115.5% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling