-100.0%
SOXS vs FAST
+506.2%
-606.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -4.0% |
| 7D | -16.6% | +1.8% | -18.4% | -13.9% |
| 30D | -4.4% | -6.4% | +2.1% | -14.7% |
| 3M | -26.2% | +5.3% | -31.6% | -19.2% |
| 6M | -99.3% | +5.4% | -104.6% | -98.9% |
| YTD | -99.5% | +23.6% | -123.1% | -99.0% |
| 1Y | -99.8% | +4.1% | -103.9% | -99.7% |
| 3Y | -100.0% | +92.4% | -192.4% | -99.9% |
| 5Y | -100.0% | +106.1% | -206.1% | -100.0% |
| 10Y | -100.0% | +524.1% | -624.1% | -100.0% |
| All | -100.0% | +506.2% | -606.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling