-100.0%
SOXS vs EOSE
-60.2%
-39.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +11.9% | +6.9% |
| 7D | -9.4% | +14.0% | -23.4% | -4.7% |
| 30D | +6.2% | -5.9% | +12.1% | +6.6% |
| 3M | -28.0% | -34.3% | +6.2% | -29.5% |
| 6M | -99.2% | -37.8% | -61.4% | -98.8% |
| YTD | -99.5% | -65.2% | -34.3% | -99.3% |
| 1Y | -99.7% | -41.9% | -57.8% | -99.6% |
| 3Y | -100.0% | +44.6% | -144.5% | -99.9% |
| 5Y | -100.0% | -69.2% | -30.8% | -100.0% |
| All | -100.0% | -60.2% | -39.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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