-100.0%
SOXS vs FAST
+541.9%
-641.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +9.9% |
| 7D | -28.4% | +4.2% | -32.6% | -21.7% |
| 30D | +19.4% | +6.7% | +12.8% | +35.5% |
| 3M | +28.2% | +8.0% | +20.1% | +48.5% |
| 6M | -37.7% | +27.4% | -65.1% | -2.7% |
| YTD | -91.6% | +40.5% | -132.1% | -83.9% |
| 1Y | -93.1% | +38.4% | -131.4% | -87.0% |
| 3Y | -99.7% | +98.7% | -198.4% | -98.5% |
| 5Y | -99.9% | +106.7% | -206.6% | -99.4% |
| All | -100.0% | +541.9% | -641.9% | -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