-100.0%
SOXS vs EQH
+234.7%
-334.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -3.6% |
| 7D | -4.7% | +0.7% | -5.5% | -3.9% |
| 30D | +7.7% | +2.8% | +4.9% | +11.7% |
| 3M | -10.2% | +23.1% | -33.2% | +20.1% |
| 6M | -99.2% | +41.4% | -140.6% | -98.9% |
| YTD | -99.5% | +14.3% | -113.8% | -99.5% |
| 1Y | -99.8% | +1.6% | -101.4% | -99.8% |
| 3Y | -100.0% | +102.7% | -202.7% | -99.9% |
| 5Y | -100.0% | +104.5% | -204.5% | -100.0% |
| All | -100.0% | +234.7% | -334.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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