-100.0%
SOXS vs ENB
+92.6%
-192.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -6.9% |
| 7D | -4.7% | -4.7% | -0.1% | -10.5% |
| 30D | +7.7% | -5.9% | +13.6% | -0.9% |
| 3M | -10.2% | -14.2% | +4.1% | -28.9% |
| 6M | -99.2% | -8.6% | -90.6% | -99.6% |
| YTD | -99.5% | +3.9% | -103.4% | -99.7% |
| 1Y | -99.8% | +1.8% | -101.6% | -99.9% |
| 3Y | -100.0% | +68.5% | -168.5% | -100.0% |
| 5Y | -100.0% | +62.4% | -162.4% | -100.0% |
| All | -100.0% | +92.6% | -192.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling