-87.2%
SOXS vs FANG
+32.1%
-119.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.8% | +41.0% | +39.9% |
| 7D | +94.9% | -13.0% | +107.9% | +106.7% |
| 30D | +174.1% | -2.9% | +177.0% | +174.4% |
| 3M | +82.4% | -3.0% | +85.4% | +82.5% |
| 6M | -27.7% | -11.9% | -15.8% | -24.8% |
| YTD | -86.6% | +21.5% | -108.1% | -87.3% |
| 1Y | -87.2% | +34.0% | -121.1% | -87.3% |
| All | -87.2% | +32.1% | -119.3% | -87.3% |
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