-100.0%
SOXS vs ES
+373.4%
-473.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -10.7% |
| 7D | -7.0% | +0.3% | -7.3% | -6.8% |
| 30D | +2.8% | -2.0% | +4.8% | +0.9% |
| 3M | -9.8% | +1.7% | -11.5% | -11.1% |
| 6M | -99.2% | -3.5% | -95.6% | -99.3% |
| YTD | -99.5% | +7.9% | -107.4% | -99.5% |
| 1Y | -99.8% | +17.2% | -116.9% | -99.8% |
| 3Y | -100.0% | +29.3% | -129.3% | -100.0% |
| 5Y | -100.0% | -5.7% | -94.2% | -100.0% |
| 10Y | -100.0% | +85.2% | -185.2% | -100.0% |
| All | -100.0% | +373.4% | -473.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling