-100.0%
SOXS vs EQT
+50.4%
-150.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -6.4% |
| 7D | -4.7% | -2.0% | -2.8% | -5.8% |
| 30D | +7.7% | 0.0% | +7.7% | +7.5% |
| 3M | -10.2% | +5.9% | -16.1% | -8.0% |
| 6M | -99.2% | -14.8% | -84.4% | -99.5% |
| YTD | -99.5% | +1.8% | -101.3% | -99.6% |
| 1Y | -99.8% | +7.4% | -107.1% | -99.8% |
| 3Y | -100.0% | +33.6% | -133.6% | -100.0% |
| 5Y | -100.0% | +199.3% | -299.3% | -100.0% |
| All | -100.0% | +50.4% | -150.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling