-100.0%
SOXS vs EW
+17.2%
-117.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +8.6% |
| 7D | -9.4% | -3.4% | -6.1% | -12.0% |
| 30D | +6.2% | -7.4% | +13.5% | -0.6% |
| 3M | -28.0% | +0.9% | -28.9% | -28.2% |
| 6M | -99.2% | +1.2% | -100.3% | -98.9% |
| YTD | -99.5% | +1.8% | -101.3% | -99.3% |
| 1Y | -99.7% | +10.8% | -110.6% | -99.6% |
| All | -100.0% | +17.2% | -117.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling