-100.0%
SOXS vs ETR
+143.8%
-243.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.7% |
| 7D | -4.7% | -1.8% | -2.9% | -5.3% |
| 30D | +7.7% | -1.8% | +9.5% | +7.1% |
| 3M | -10.2% | -3.6% | -6.6% | -10.9% |
| 6M | -99.2% | +2.6% | -101.8% | -99.2% |
| YTD | -99.5% | +16.0% | -115.5% | -99.5% |
| 1Y | -99.8% | +20.1% | -119.9% | -99.7% |
| 3Y | -100.0% | +143.6% | -243.6% | -100.0% |
| All | -100.0% | +143.8% | -243.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling