-100.0%
SOXS vs D
+65.5%
-165.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -15.6% | +0.8% | -16.4% | -15.8% |
| 30D | +4.8% | -0.7% | +5.5% | +4.9% |
| 3M | -21.6% | +2.1% | -23.7% | -21.7% |
| 6M | -99.3% | +6.8% | -106.2% | -99.3% |
| YTD | -99.5% | +16.5% | -116.1% | -99.5% |
| 1Y | -99.8% | +19.2% | -118.9% | -99.8% |
| 3Y | -100.0% | +61.9% | -161.8% | -100.0% |
| All | -100.0% | +65.5% | -165.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling