-99.7%
SOXS vs ESTC
-8.5%
-91.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.6% | +11.7% | +8.3% |
| 7D | -9.4% | -13.2% | +3.7% | -8.4% |
| 30D | +6.2% | +9.3% | -3.2% | +6.1% |
| 3M | -28.0% | +37.3% | -65.4% | -29.1% |
| 6M | -99.2% | +61.0% | -160.2% | -99.2% |
| YTD | -99.5% | +10.7% | -110.2% | -99.5% |
| 1Y | -99.7% | -7.2% | -92.6% | -99.8% |
| All | -99.7% | -8.5% | -91.2% | -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