-100.0%
SOXS vs EOG
+331.1%
-431.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.4% |
| 7D | -9.4% | +1.0% | -10.4% | -8.7% |
| 30D | +6.2% | +2.8% | +3.3% | +8.5% |
| 3M | -28.0% | +5.9% | -33.9% | -27.6% |
| 6M | -99.2% | +17.1% | -116.2% | -99.6% |
| YTD | -99.5% | +43.9% | -143.4% | -99.7% |
| 1Y | -99.7% | +26.9% | -126.6% | -99.9% |
| 3Y | -100.0% | +23.6% | -123.5% | -100.0% |
| 5Y | -100.0% | +178.1% | -278.1% | -100.0% |
| 10Y | -100.0% | +119.8% | -219.8% | -100.0% |
| All | -100.0% | +331.1% | -431.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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