-100.0%
SOXS vs ES
+83.3%
-183.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +6.7% |
| 7D | -9.4% | -3.5% | -5.9% | -11.6% |
| 30D | +6.2% | -3.0% | +9.2% | +3.9% |
| 3M | -28.0% | -0.3% | -27.8% | -29.0% |
| 6M | -99.2% | -5.2% | -94.0% | -99.3% |
| YTD | -99.5% | +4.8% | -104.3% | -99.5% |
| 1Y | -99.7% | +12.7% | -112.5% | -99.7% |
| 3Y | -100.0% | +27.5% | -127.5% | -100.0% |
| 5Y | -100.0% | -4.7% | -95.3% | -100.0% |
| All | -100.0% | +83.3% | -183.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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