-100.0%
SOXS vs ECL
+26.5%
-126.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.7% |
| 7D | -9.4% | -2.6% | -6.8% | -13.6% |
| 30D | +6.2% | -4.6% | +10.7% | -3.6% |
| 3M | -28.0% | +6.0% | -34.0% | -23.1% |
| 6M | -99.2% | -3.0% | -96.2% | -99.1% |
| YTD | -99.5% | +4.0% | -103.5% | -99.4% |
| 1Y | -99.7% | +2.0% | -101.8% | -99.7% |
| 3Y | -100.0% | +53.9% | -153.9% | -99.9% |
| 5Y | -100.0% | +27.1% | -127.1% | -100.0% |
| All | -100.0% | +26.5% | -126.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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