-91.6%
SOXS vs FAST
+32.0%
-123.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +9.9% |
| 7D | +46.7% | +3.4% | +43.2% | +49.7% |
| 30D | +97.0% | +5.5% | +91.5% | +103.4% |
| 3M | +39.5% | +7.6% | +32.0% | +47.1% |
| 6M | -54.9% | +19.8% | -74.7% | -47.1% |
| YTD | -90.4% | +35.5% | -125.8% | -85.6% |
| 1Y | -91.6% | +31.6% | -123.3% | -87.9% |
| All | -91.6% | +32.0% | -123.6% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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