-100.0%
SOXS vs F
+47.2%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.6% | -10.3% |
| 7D | -15.6% | +1.2% | -16.7% | -14.4% |
| 30D | +4.8% | +1.2% | +3.5% | +6.1% |
| 3M | -21.6% | -5.7% | -16.0% | -26.3% |
| 6M | -99.3% | +17.9% | -117.3% | -98.6% |
| YTD | -99.5% | +10.4% | -109.9% | -99.0% |
| 1Y | -99.8% | +25.3% | -125.1% | -99.5% |
| 3Y | -100.0% | +37.5% | -137.4% | -99.9% |
| 5Y | -100.0% | +46.5% | -146.5% | -100.0% |
| All | -100.0% | +47.2% | -147.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling