-99.8%
SOXS vs FAST
+2.3%
-102.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -10.9% | -9.7% |
| 7D | -7.0% | -0.4% | -6.6% | -7.1% |
| 30D | +2.8% | -0.8% | +3.6% | +2.5% |
| 3M | -9.8% | +5.8% | -15.6% | -6.1% |
| 6M | -99.2% | +8.0% | -107.2% | -99.0% |
| YTD | -99.5% | +25.6% | -125.1% | -99.3% |
| 1Y | -99.8% | +0.8% | -100.6% | -99.7% |
| All | -99.8% | +2.3% | -102.1% | -99.7% |
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