-91.6%
SOXS vs ENB
+9.4%
-101.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.1% |
| 7D | +46.7% | +0.5% | +46.2% | +46.1% |
| 30D | +97.0% | +6.0% | +91.0% | +87.8% |
| 3M | +39.5% | -7.4% | +47.0% | +46.4% |
| 6M | -54.9% | -8.5% | -46.5% | -51.2% |
| YTD | -90.4% | +6.1% | -96.5% | -90.3% |
| 1Y | -91.6% | +9.4% | -101.0% | -91.8% |
| All | -91.6% | +9.4% | -101.0% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling