-100.0%
SOXS vs ENTG
+2,760.7%
-2,860.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | +0.3% |
| 7D | -16.6% | +8.9% | -25.5% | -3.0% |
| 30D | -4.4% | -0.8% | -3.5% | -0.3% |
| 3M | -26.2% | +6.6% | -32.8% | +33.0% |
| 6M | -99.3% | +22.1% | -121.3% | -95.1% |
| YTD | -99.5% | +70.2% | -169.7% | -94.0% |
| 1Y | -99.8% | +76.7% | -176.5% | -96.5% |
| 3Y | -100.0% | +50.5% | -150.5% | -99.3% |
| 5Y | -100.0% | +21.8% | -121.8% | -99.7% |
| 10Y | -100.0% | +811.7% | -911.7% | -100.0% |
| All | -100.0% | +2,760.7% | -2,860.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling