-100.0%
SOXS vs EW
+1,011.4%
-1,111.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -10.1% |
| 7D | -7.0% | -0.3% | -6.6% | -7.3% |
| 30D | +2.8% | +1.0% | +1.7% | +3.4% |
| 3M | -9.8% | +2.8% | -12.6% | -8.2% |
| 6M | -99.2% | +5.5% | -104.7% | -98.8% |
| YTD | -99.5% | +5.5% | -105.0% | -99.2% |
| 1Y | -99.8% | +11.0% | -110.8% | -99.6% |
| 3Y | -100.0% | +17.7% | -117.7% | -100.0% |
| 5Y | -100.0% | -25.7% | -74.3% | -100.0% |
| 10Y | -100.0% | +132.8% | -232.8% | -100.0% |
| All | -100.0% | +1,011.4% | -1,111.4% | -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