-100.0%
SOXS vs F
+89.4%
-189.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | -2.8% |
| 7D | -43.7% | -3.9% | -39.8% | -46.4% |
| 30D | +22.2% | -0.5% | +22.6% | +20.5% |
| 3M | +13.0% | -12.9% | +25.9% | -6.6% |
| 6M | -47.7% | +1.5% | -49.2% | -44.2% |
| YTD | -92.5% | -5.0% | -87.4% | -92.1% |
| 1Y | -93.1% | -7.3% | -85.8% | -92.9% |
| 3Y | -99.7% | +45.3% | -145.0% | -99.3% |
| 5Y | -99.9% | -15.8% | -84.2% | -99.8% |
| 10Y | -100.0% | +64.2% | -164.2% | -100.0% |
| All | -100.0% | +89.4% | -189.4% | -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