-100.0%
SOXS vs EQX
+232.0%
-332.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -4.9% |
| 7D | -4.7% | -3.2% | -1.5% | -5.8% |
| 30D | +7.7% | +7.8% | 0.0% | +11.6% |
| 3M | -10.2% | +21.3% | -31.5% | +0.9% |
| 6M | -99.2% | -22.4% | -76.8% | -99.0% |
| YTD | -99.5% | -11.3% | -88.2% | -99.3% |
| 1Y | -99.8% | +13.5% | -113.3% | -99.6% |
| 3Y | -100.0% | +162.1% | -262.1% | -100.0% |
| 5Y | -100.0% | +84.2% | -184.2% | -100.0% |
| All | -100.0% | +232.0% | -332.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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