-93.1%
SOXS vs D
+15.6%
-108.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.8% | +10.8% |
| 7D | -28.4% | -1.4% | -27.1% | -26.8% |
| 30D | +19.4% | +7.7% | +11.7% | +12.4% |
| 3M | +28.2% | -0.3% | +28.4% | +28.3% |
| 6M | -37.7% | +10.1% | -47.8% | -40.4% |
| YTD | -91.6% | +19.1% | -110.7% | -92.7% |
| 1Y | -93.1% | +15.9% | -109.0% | -93.6% |
| All | -93.1% | +15.6% | -108.7% | -93.6% |
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