-99.9%
SOXS vs FAST
+103.6%
-203.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.2% | -12.8% | -12.4% |
| 7D | +36.2% | +2.1% | +34.2% | +40.8% |
| 30D | +131.5% | +6.9% | +124.6% | +156.7% |
| 3M | +60.5% | +4.8% | +55.7% | +73.0% |
| 6M | -25.9% | +19.8% | -45.7% | +1.8% |
| YTD | -88.3% | +34.9% | -123.2% | -79.0% |
| 1Y | -89.6% | +32.8% | -122.4% | -81.9% |
| 3Y | -99.6% | +93.7% | -193.4% | -97.9% |
| All | -99.9% | +103.6% | -203.5% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling