-99.8%
SOXS vs FANG
+43.7%
-143.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.8% | -8.4% | -9.2% |
| 7D | -7.0% | +0.8% | -7.8% | -7.2% |
| 30D | +2.8% | +7.6% | -4.8% | -1.1% |
| 3M | -9.8% | -1.3% | -8.6% | -10.6% |
| 6M | -99.2% | +14.7% | -113.8% | -98.9% |
| YTD | -99.5% | +34.8% | -134.3% | -99.3% |
| 1Y | -99.8% | +42.9% | -142.7% | -99.7% |
| All | -99.8% | +43.7% | -143.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling