-100.0%
SOXS vs EQT
+165.5%
-265.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.5% |
| 7D | -9.4% | -1.2% | -8.2% | -10.2% |
| 30D | +6.2% | +1.1% | +5.1% | +6.5% |
| 3M | -28.0% | +4.8% | -32.8% | -26.9% |
| 6M | -99.2% | -10.6% | -88.6% | -99.5% |
| YTD | -99.5% | +3.4% | -102.9% | -99.7% |
| 1Y | -99.7% | +8.7% | -108.4% | -99.8% |
| 3Y | -100.0% | +35.0% | -134.9% | -100.0% |
| 5Y | -100.0% | +204.2% | -304.2% | -100.0% |
| 10Y | -100.0% | +52.5% | -152.5% | -100.0% |
| All | -100.0% | +165.5% | -265.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling