-100.0%
SOXS vs ESI
+73.2%
-173.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.5% | +12.6% | -2.1% |
| 7D | -9.4% | -2.3% | -7.1% | -13.2% |
| 30D | +6.2% | -9.0% | +15.2% | -10.6% |
| 3M | -28.0% | -13.3% | -14.8% | -29.2% |
| 6M | -99.2% | +5.3% | -104.5% | -95.7% |
| YTD | -99.5% | +37.6% | -137.1% | -95.0% |
| 1Y | -99.7% | +33.6% | -133.4% | -97.4% |
| All | -100.0% | +73.2% | -173.2% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling