-99.7%
SOXS vs ES
+52.1%
-151.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -43.7% | -1.1% | -42.6% | -43.5% |
| 30D | +22.2% | +8.2% | +14.0% | +20.7% |
| 3M | +13.0% | +0.6% | +12.4% | +12.7% |
| 6M | -47.7% | +6.0% | -53.7% | -47.5% |
| YTD | -92.5% | +9.3% | -101.8% | -92.4% |
| 1Y | -93.1% | +1.1% | -94.3% | -93.1% |
| All | -99.7% | +52.1% | -151.8% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling