-99.7%
SOXS vs F
+45.8%
-145.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +11.0% | +11.2% |
| 7D | -28.4% | -3.1% | -25.3% | -30.5% |
| 30D | +19.4% | 0.0% | +19.4% | +18.8% |
| 3M | +28.2% | -13.2% | +41.4% | +10.2% |
| 6M | -37.7% | -10.2% | -27.5% | -41.6% |
| YTD | -91.6% | -4.9% | -86.7% | -91.0% |
| 1Y | -93.1% | -6.1% | -87.0% | -92.5% |
| 3Y | -99.7% | +46.0% | -145.7% | -99.2% |
| All | -99.7% | +45.8% | -145.5% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling