-100.0%
SOXS vs D
+5.1%
-105.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.0% |
| 7D | -16.6% | -0.4% | -16.1% | -16.6% |
| 30D | -4.4% | -2.1% | -2.3% | -4.5% |
| 3M | -26.2% | -0.7% | -25.5% | -26.2% |
| 6M | -99.3% | +5.6% | -104.8% | -99.3% |
| YTD | -99.5% | +14.6% | -114.1% | -99.5% |
| 1Y | -99.8% | +15.3% | -115.1% | -99.8% |
| 3Y | -100.0% | +59.1% | -159.1% | -100.0% |
| 5Y | -100.0% | +3.9% | -103.9% | -100.0% |
| All | -100.0% | +5.1% | -105.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling