-100.0%
SOXS vs ES
-2.9%
-97.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.7% |
| 7D | -15.6% | +1.4% | -17.0% | -15.3% |
| 30D | +4.8% | -1.2% | +5.9% | +4.4% |
| 3M | -21.6% | +5.0% | -26.6% | -20.6% |
| 6M | -99.3% | -2.8% | -96.5% | -99.4% |
| YTD | -99.5% | +8.6% | -108.1% | -99.5% |
| 1Y | -99.8% | +18.9% | -118.7% | -99.8% |
| 3Y | -100.0% | +32.1% | -132.1% | -100.0% |
| 5Y | -100.0% | -5.1% | -94.9% | -100.0% |
| All | -100.0% | -2.9% | -97.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling