-100.0%
SOXS vs F
+129.9%
-229.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.5% | -11.7% | -8.3% |
| 7D | -7.0% | +5.3% | -12.3% | -0.2% |
| 30D | +2.8% | +4.6% | -1.8% | +9.1% |
| 3M | -9.8% | -3.7% | -6.2% | -11.7% |
| 6M | -99.2% | +16.8% | -116.0% | -98.3% |
| YTD | -99.5% | +15.3% | -114.8% | -98.9% |
| 1Y | -99.8% | +31.0% | -130.8% | -99.4% |
| 3Y | -100.0% | +45.4% | -145.4% | -99.9% |
| 5Y | -100.0% | +54.7% | -154.7% | -100.0% |
| 10Y | -100.0% | +98.2% | -198.2% | -100.0% |
| All | -100.0% | +129.9% | -229.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling