-99.8%
SOXS vs EW
+7.8%
-107.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -7.2% |
| 7D | -4.7% | -6.2% | +1.4% | -8.6% |
| 30D | +7.7% | -9.3% | +17.1% | +0.7% |
| 3M | -10.2% | -1.6% | -8.5% | -10.2% |
| 6M | -99.2% | -0.8% | -98.4% | -98.8% |
| YTD | -99.5% | -1.0% | -98.5% | -99.3% |
| 1Y | -99.8% | +8.2% | -107.9% | -99.6% |
| All | -99.8% | +7.8% | -107.6% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling