-100.0%
SOXS vs EAT
+308.2%
-408.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.8% |
| 7D | -9.4% | -6.2% | -3.2% | -14.3% |
| 30D | +6.2% | -3.0% | +9.2% | +4.0% |
| 3M | -28.0% | +45.6% | -73.7% | +1.8% |
| 6M | -99.2% | +53.5% | -152.7% | -98.4% |
| YTD | -99.5% | +49.6% | -149.1% | -99.0% |
| 1Y | -99.7% | +38.9% | -138.7% | -99.5% |
| 3Y | -100.0% | +589.7% | -689.6% | -99.8% |
| 5Y | -100.0% | +318.7% | -418.7% | -99.9% |
| All | -100.0% | +308.2% | -408.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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