-100.0%
SOXS vs EBAY
+285.8%
-385.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -2.4% |
| 7D | -4.7% | +4.2% | -8.9% | +0.2% |
| 30D | +7.7% | +5.6% | +2.1% | +13.4% |
| 3M | -10.2% | -1.4% | -8.8% | -15.0% |
| 6M | -99.2% | +18.2% | -117.4% | -99.1% |
| YTD | -99.5% | +24.8% | -124.4% | -99.4% |
| 1Y | -99.8% | +18.0% | -117.8% | -99.7% |
| 3Y | -100.0% | +160.3% | -260.3% | -99.9% |
| 5Y | -100.0% | +62.1% | -162.1% | -100.0% |
| All | -100.0% | +285.8% | -385.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 10y: compounded portfolio wealth divided by compounded EBAY 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…
10y analysis · Full analysis span regression · 6 months rolling