-100.0%
SOXS vs ED
+108.5%
-208.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | -4.7% | -0.8% | -4.0% | -4.9% |
| 30D | +7.7% | -0.4% | +8.2% | +7.6% |
| 3M | -10.2% | +0.5% | -10.6% | -10.4% |
| 6M | -99.2% | -3.1% | -96.1% | -99.3% |
| YTD | -99.5% | +9.8% | -109.4% | -99.5% |
| 1Y | -99.8% | +12.6% | -112.3% | -99.8% |
| 3Y | -100.0% | +31.4% | -131.4% | -100.0% |
| 5Y | -100.0% | +69.4% | -169.4% | -100.0% |
| All | -100.0% | +108.5% | -208.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling