-91.6%
SOXS vs ED
+27.1%
-118.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.8% | -1.7% |
| 7D | +46.7% | +5.4% | +41.3% | +24.2% |
| 30D | +97.0% | +16.4% | +80.6% | +24.4% |
| 3M | +39.5% | +11.9% | +27.7% | -1.2% |
| 6M | -54.9% | +11.6% | -66.5% | -64.6% |
| YTD | -90.4% | +24.1% | -114.5% | -94.4% |
| 1Y | -91.6% | +26.9% | -118.5% | -95.4% |
| All | -91.6% | +27.1% | -118.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling