-100.0%
SOXS vs ECL
+692.2%
-792.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -10.0% |
| 7D | -7.0% | -2.6% | -4.4% | -11.4% |
| 30D | +2.8% | -2.2% | +5.0% | -2.8% |
| 3M | -9.8% | +10.1% | -20.0% | +2.8% |
| 6M | -99.2% | -5.7% | -93.4% | -99.2% |
| YTD | -99.5% | +7.0% | -106.5% | -99.4% |
| 1Y | -99.8% | +2.7% | -102.4% | -99.7% |
| 3Y | -100.0% | +57.7% | -157.7% | -99.9% |
| 5Y | -100.0% | +31.1% | -131.1% | -100.0% |
| 10Y | -100.0% | +150.9% | -250.9% | -100.0% |
| All | -100.0% | +692.2% | -792.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling