-100.0%
SOXS vs D
+233.3%
-333.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -10.6% |
| 7D | -7.0% | +1.5% | -8.4% | -5.9% |
| 30D | +2.8% | -2.6% | +5.4% | +0.7% |
| 3M | -9.8% | 0.0% | -9.9% | -10.9% |
| 6M | -99.2% | +7.4% | -106.5% | -99.2% |
| YTD | -99.5% | +15.9% | -115.4% | -99.5% |
| 1Y | -99.8% | +18.1% | -117.9% | -99.8% |
| 3Y | -100.0% | +58.4% | -158.4% | -100.0% |
| 5Y | -100.0% | +5.2% | -105.2% | -100.0% |
| 10Y | -100.0% | +35.9% | -135.9% | -100.0% |
| All | -100.0% | +233.3% | -333.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling