-100.0%
SOXS vs ED
+366.9%
-466.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.5% |
| 7D | -15.6% | +0.5% | -16.1% | -15.4% |
| 30D | +4.8% | +1.1% | +3.7% | +5.2% |
| 3M | -21.6% | +4.6% | -26.3% | -21.1% |
| 6M | -99.3% | -2.0% | -97.4% | -99.4% |
| YTD | -99.5% | +11.7% | -111.2% | -99.5% |
| 1Y | -99.8% | +15.7% | -115.5% | -99.8% |
| 3Y | -100.0% | +34.4% | -134.3% | -100.0% |
| 5Y | -100.0% | +67.3% | -167.3% | -100.0% |
| 10Y | -100.0% | +104.0% | -204.0% | -100.0% |
| All | -100.0% | +366.9% | -466.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling