-100.0%
SOXS vs EIX
+19.9%
-119.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -6.6% |
| 7D | -4.7% | -1.4% | -3.4% | -5.6% |
| 30D | +7.7% | -19.3% | +27.0% | -8.8% |
| 3M | -10.2% | -21.7% | +11.5% | -26.2% |
| 6M | -99.2% | -19.8% | -79.4% | -99.3% |
| YTD | -99.5% | -3.0% | -96.5% | -99.5% |
| 1Y | -99.8% | +5.1% | -104.9% | -99.7% |
| 3Y | -100.0% | -7.0% | -93.0% | -100.0% |
| 5Y | -100.0% | +22.0% | -122.0% | -100.0% |
| All | -100.0% | +19.9% | -119.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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