-100.0%
SOXS vs FANG
+1,412.9%
-1,512.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.7% |
| 7D | -4.7% | +2.9% | -7.6% | -3.1% |
| 30D | +7.7% | +2.6% | +5.1% | +9.4% |
| 3M | -10.2% | +7.6% | -17.7% | -6.9% |
| 6M | -99.2% | +17.3% | -116.5% | -99.4% |
| YTD | -99.5% | +38.7% | -138.2% | -99.6% |
| 1Y | -99.8% | +51.6% | -151.4% | -99.8% |
| 3Y | -100.0% | +50.0% | -149.9% | -100.0% |
| 5Y | -100.0% | +237.6% | -337.6% | -100.0% |
| 10Y | -100.0% | +180.7% | -280.7% | -100.0% |
| All | -100.0% | +1,412.9% | -1,512.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling