-100.0%
SOXS vs ENB
+61.9%
-161.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.8% | +11.9% | +3.9% |
| 7D | -9.4% | -4.6% | -4.9% | -13.7% |
| 30D | +6.2% | -5.2% | +11.4% | +0.2% |
| 3M | -28.0% | -13.4% | -14.6% | -39.8% |
| 6M | -99.2% | -7.8% | -91.4% | -99.5% |
| YTD | -99.5% | +4.9% | -104.4% | -99.7% |
| 1Y | -99.7% | +3.2% | -103.0% | -99.8% |
| 3Y | -100.0% | +71.0% | -171.0% | -100.0% |
| 5Y | -100.0% | +64.0% | -164.0% | -100.0% |
| All | -100.0% | +61.9% | -161.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling