-100.0%
SOXS vs EFX
-36.2%
-63.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -4.9% |
| 7D | -4.7% | -4.5% | -0.2% | -9.6% |
| 30D | +7.7% | -6.1% | +13.8% | -1.5% |
| 3M | -10.2% | +6.2% | -16.4% | -13.6% |
| 6M | -99.2% | -11.2% | -88.0% | -99.5% |
| YTD | -99.5% | -21.4% | -78.1% | -99.8% |
| 1Y | -99.8% | -34.3% | -65.4% | -99.9% |
| 3Y | -100.0% | -12.5% | -87.5% | -100.0% |
| All | -100.0% | -36.2% | -63.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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