-100.0%
SOXS vs F
+90.9%
-190.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.2% | +4.9% | +11.9% |
| 7D | -9.4% | -3.7% | -5.7% | -13.9% |
| 30D | +6.2% | -0.7% | +6.9% | +4.6% |
| 3M | -28.0% | -1.9% | -26.1% | -29.3% |
| 6M | -99.2% | +16.1% | -115.3% | -98.4% |
| YTD | -99.5% | +9.5% | -109.0% | -99.0% |
| 1Y | -99.7% | +27.2% | -127.0% | -99.4% |
| 3Y | -100.0% | +36.3% | -136.3% | -99.9% |
| 5Y | -100.0% | +49.3% | -149.3% | -100.0% |
| All | -100.0% | +90.9% | -190.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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