-100.0%
SOXS vs EW
+1,224.6%
-1,324.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +12.4% |
| 7D | -28.4% | +4.9% | -33.3% | -24.0% |
| 30D | +19.4% | +23.9% | -4.5% | +51.2% |
| 3M | +28.2% | +15.8% | +12.4% | +49.3% |
| 6M | -37.7% | +31.7% | -69.4% | -16.9% |
| YTD | -91.6% | +25.7% | -117.3% | -89.0% |
| 1Y | -93.1% | +24.4% | -117.5% | -90.9% |
| 3Y | -99.7% | +65.9% | -165.6% | -99.3% |
| 5Y | -99.9% | -7.6% | -92.3% | -99.9% |
| 10Y | -100.0% | +253.2% | -353.2% | -100.0% |
| All | -100.0% | +1,224.6% | -1,324.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling