-100.0%
SOXS vs ENB
+372.4%
-472.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -3.8% |
| 7D | -15.6% | -0.5% | -15.1% | -16.2% |
| 30D | +4.8% | -0.2% | +5.0% | +4.1% |
| 3M | -21.6% | -7.5% | -14.1% | -31.5% |
| 6M | -99.3% | -4.1% | -95.2% | -99.7% |
| YTD | -99.5% | +9.8% | -109.3% | -99.7% |
| 1Y | -99.8% | +8.7% | -108.5% | -99.9% |
| 3Y | -100.0% | +79.0% | -179.0% | -100.0% |
| 5Y | -100.0% | +69.1% | -169.1% | -100.0% |
| 10Y | -100.0% | +96.5% | -196.5% | -100.0% |
| All | -100.0% | +372.4% | -472.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling