-99.8%
SOXS vs ESTC
+7.3%
-107.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.5% | -5.7% | -9.9% |
| 7D | -7.0% | -8.1% | +1.1% | -6.4% |
| 30D | +2.8% | +31.7% | -28.9% | +2.0% |
| 3M | -9.8% | +41.1% | -50.9% | -12.2% |
| 6M | -99.2% | +77.1% | -176.3% | -99.2% |
| YTD | -99.5% | +21.7% | -121.2% | -99.6% |
| 1Y | -99.8% | +8.4% | -108.2% | -99.8% |
| All | -99.8% | +7.3% | -107.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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