-100.0%
SOXS vs EBAY
+1,012.8%
-1,112.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.5% | +6.6% | +9.9% |
| 7D | -9.4% | -0.8% | -8.6% | -10.7% |
| 30D | +6.2% | -0.6% | +6.8% | +3.0% |
| 3M | -28.0% | -1.0% | -27.0% | -30.9% |
| 6M | -99.2% | +16.3% | -115.5% | -99.1% |
| YTD | -99.5% | +21.7% | -121.2% | -99.4% |
| 1Y | -99.7% | +16.5% | -116.3% | -99.7% |
| 3Y | -100.0% | +154.2% | -254.1% | -99.9% |
| 5Y | -100.0% | +58.1% | -158.1% | -100.0% |
| 10Y | -100.0% | +273.5% | -373.5% | -100.0% |
| All | -100.0% | +1,012.8% | -1,112.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling