-100.0%
SOXS vs ESI
+66.0%
-166.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.5% | +12.6% | -2.2% |
| 7D | -9.4% | -2.3% | -7.1% | -13.2% |
| 30D | +6.2% | -9.0% | +15.2% | -10.7% |
| 3M | -28.0% | -13.3% | -14.8% | -29.1% |
| 6M | -99.2% | +5.3% | -104.5% | -95.5% |
| YTD | -99.5% | +37.6% | -137.1% | -94.5% |
| 1Y | -99.7% | +33.6% | -133.4% | -97.2% |
| 3Y | -100.0% | +75.8% | -175.8% | -99.2% |
| 5Y | -100.0% | +68.6% | -168.6% | -99.7% |
| All | -100.0% | +66.0% | -166.0% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling