-100.0%
SOXS vs EAT
+1,427.9%
-1,527.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -7.4% |
| 7D | -15.6% | -4.9% | -10.7% | -18.8% |
| 30D | +4.8% | -1.2% | +6.0% | +4.2% |
| 3M | -21.6% | +52.2% | -73.9% | +9.1% |
| 6M | -99.3% | +65.0% | -164.4% | -98.7% |
| YTD | -99.5% | +55.0% | -154.5% | -99.1% |
| 1Y | -99.8% | +42.1% | -141.8% | -99.6% |
| 3Y | -100.0% | +614.7% | -714.7% | -99.9% |
| 5Y | -100.0% | +322.7% | -422.7% | -100.0% |
| 10Y | -100.0% | +382.0% | -482.0% | -100.0% |
| All | -100.0% | +1,427.9% | -1,527.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling