-100.0%
SOXS vs ES
+379.6%
-479.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.6% |
| 7D | -43.7% | -1.1% | -42.6% | -44.4% |
| 30D | +22.2% | +8.2% | +14.0% | +28.0% |
| 3M | +13.0% | +0.6% | +12.4% | +10.8% |
| 6M | -47.7% | +6.0% | -53.7% | -47.3% |
| YTD | -92.5% | +9.3% | -101.8% | -92.2% |
| 1Y | -93.1% | +1.1% | -94.3% | -93.4% |
| 3Y | -99.7% | +51.9% | -151.6% | -99.6% |
| 5Y | -99.9% | +6.5% | -106.4% | -99.9% |
| 10Y | -100.0% | +94.8% | -194.8% | -100.0% |
| All | -100.0% | +379.6% | -479.6% | -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