-91.6%
SOXS vs ESI
+27.8%
-119.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.6% | +13.4% | -1.4% |
| 7D | +46.7% | -6.6% | +53.2% | +29.7% |
| 30D | +97.0% | -10.9% | +107.9% | +67.0% |
| 3M | +39.5% | -13.8% | +53.4% | +19.8% |
| 6M | -54.9% | -21.5% | -33.4% | -54.8% |
| YTD | -90.4% | +34.7% | -125.1% | -73.4% |
| 1Y | -91.6% | +24.9% | -116.5% | -78.9% |
| All | -91.6% | +27.8% | -119.5% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling