-100.0%
SOXS vs EVRG
+606.2%
-706.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.6% |
| 30D | +7.7% | -1.2% | +9.0% | +6.2% |
| 3M | -10.2% | -0.6% | -9.5% | -11.9% |
| 6M | -99.2% | +2.4% | -101.6% | -99.2% |
| YTD | -99.5% | +15.5% | -115.0% | -99.4% |
| 1Y | -99.8% | +16.8% | -116.6% | -99.7% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 5Y | -100.0% | +49.3% | -149.3% | -100.0% |
| 10Y | -100.0% | +113.5% | -213.5% | -100.0% |
| All | -100.0% | +606.2% | -706.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 all: compounded portfolio wealth divided by compounded EVRG 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…
all analysis · Full analysis span regression · 6 months rolling