-100.0%
SOXS vs ESTC
+25.9%
-125.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.0% | +12.1% | +10.2% |
| 7D | -28.4% | +2.4% | -30.8% | -26.1% |
| 30D | +19.4% | -4.2% | +23.7% | +22.2% |
| 3M | +28.2% | +2.5% | +25.7% | +37.9% |
| 6M | -37.7% | +81.5% | -119.2% | +8.9% |
| YTD | -91.6% | +16.8% | -108.5% | -90.2% |
| 1Y | -93.1% | -3.5% | -89.6% | -93.1% |
| 3Y | -99.7% | +17.7% | -117.4% | -99.4% |
| 5Y | -99.9% | -51.7% | -48.2% | -99.9% |
| All | -100.0% | +25.9% | -125.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling