-91.6%
SOXS vs ETSY
+60.7%
-152.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.1% | +1.7% | +9.5% |
| 7D | +46.7% | +4.2% | +42.4% | +47.1% |
| 30D | +97.0% | +35.8% | +61.2% | +106.0% |
| 3M | +39.5% | +11.4% | +28.2% | +38.3% |
| 6M | -54.9% | +50.3% | -105.2% | -47.6% |
| YTD | -90.4% | +73.6% | -164.0% | -87.6% |
| 1Y | -91.6% | +65.2% | -156.8% | -89.3% |
| All | -91.6% | +60.7% | -152.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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