-100.0%
SOXS vs ED
+66.8%
-166.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +8.6% |
| 7D | -9.4% | -1.9% | -7.6% | -8.1% |
| 30D | +6.2% | +0.1% | +6.1% | +6.2% |
| 3M | -28.0% | 0.0% | -28.0% | -26.3% |
| 6M | -99.2% | -2.5% | -96.7% | -99.1% |
| YTD | -99.5% | +10.1% | -109.6% | -99.5% |
| 1Y | -99.7% | +13.6% | -113.3% | -99.7% |
| 3Y | -100.0% | +32.4% | -132.4% | -100.0% |
| 5Y | -100.0% | +69.9% | -169.9% | -100.0% |
| All | -100.0% | +66.8% | -166.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling