-100.0%
SOXS vs EIX
+221.6%
-321.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.5% | -9.4% | -0.9% |
| 7D | -15.6% | +0.9% | -16.5% | -14.7% |
| 30D | +4.8% | -13.5% | +18.3% | -8.0% |
| 3M | -21.6% | -15.3% | -6.4% | -32.7% |
| 6M | -99.3% | -15.3% | -84.0% | -99.4% |
| YTD | -99.5% | +2.7% | -102.2% | -99.5% |
| 1Y | -99.8% | +17.4% | -117.2% | -99.7% |
| 3Y | -100.0% | -1.3% | -98.6% | -100.0% |
| 5Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 10Y | -100.0% | +22.7% | -122.7% | -100.0% |
| All | -100.0% | +221.6% | -321.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling