-100.0%
SOXS vs EFV
+214.2%
-314.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.2% |
| 7D | -9.4% | -2.0% | -7.4% | -15.0% |
| 30D | +6.2% | -0.2% | +6.3% | +5.3% |
| 3M | -28.0% | +9.1% | -37.2% | -0.1% |
| 6M | -99.2% | +11.7% | -110.9% | -98.0% |
| YTD | -99.5% | +17.0% | -116.5% | -98.5% |
| 1Y | -99.7% | +26.7% | -126.5% | -99.0% |
| 3Y | -100.0% | +90.2% | -190.1% | -99.7% |
| 5Y | -100.0% | +96.1% | -196.1% | -99.9% |
| 10Y | -100.0% | +164.5% | -264.5% | -100.0% |
| All | -100.0% | +214.2% | -314.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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