-100.0%
SOXS vs ENTG
+45.4%
-145.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.7% | -1.7% |
| 7D | -4.7% | +1.2% | -5.9% | -2.0% |
| 30D | +7.7% | -12.9% | +20.6% | -10.7% |
| 3M | -10.2% | -3.1% | -7.1% | +33.6% |
| 6M | -99.2% | +21.0% | -120.2% | -94.4% |
| YTD | -99.5% | +67.0% | -166.5% | -93.3% |
| 1Y | -99.8% | +68.6% | -168.4% | -96.0% |
| 3Y | -100.0% | +48.6% | -148.6% | -99.3% |
| All | -100.0% | +45.4% | -145.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 3y: compounded portfolio wealth divided by compounded ENTG 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…
3y analysis · Full analysis span regression · 6 months rolling