-100.0%
SOXS vs ESTC
-46.4%
-53.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -3.4% |
| 7D | -16.6% | -3.3% | -13.2% | -18.9% |
| 30D | -4.4% | +13.4% | -17.8% | +4.3% |
| 3M | -26.2% | +41.3% | -67.6% | -6.4% |
| 6M | -99.3% | +62.6% | -161.9% | -99.1% |
| YTD | -99.5% | +14.8% | -114.3% | -99.5% |
| 1Y | -99.8% | -5.1% | -94.7% | -99.8% |
| 3Y | -100.0% | +11.2% | -111.1% | -100.0% |
| 5Y | -100.0% | -47.0% | -53.0% | -100.0% |
| All | -100.0% | -46.4% | -53.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling