-100.0%
SOXS vs EW
+120.5%
-220.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -9.0% |
| 7D | -4.7% | -6.2% | +1.4% | -12.5% |
| 30D | +7.7% | -9.3% | +17.1% | -5.7% |
| 3M | -10.2% | -1.6% | -8.5% | -14.1% |
| 6M | -99.2% | -0.8% | -98.4% | -98.9% |
| YTD | -99.5% | -1.0% | -98.5% | -99.3% |
| 1Y | -99.8% | +8.2% | -107.9% | -99.6% |
| 3Y | -100.0% | +12.7% | -112.7% | -100.0% |
| 5Y | -100.0% | -30.2% | -69.8% | -100.0% |
| All | -100.0% | +120.5% | -220.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling