-100.0%
SOXS vs FAST
+1,230.2%
-1,330.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -10.9% | -8.9% |
| 7D | -7.0% | -0.4% | -6.6% | -7.4% |
| 30D | +2.8% | -0.8% | +3.6% | +1.7% |
| 3M | -9.8% | +5.8% | -15.6% | -1.1% |
| 6M | -99.2% | +8.0% | -107.2% | -98.7% |
| YTD | -99.5% | +25.6% | -125.1% | -99.0% |
| 1Y | -99.8% | +0.8% | -100.6% | -99.7% |
| 3Y | -100.0% | +86.1% | -186.1% | -99.9% |
| 5Y | -100.0% | +100.2% | -200.2% | -100.0% |
| 10Y | -100.0% | +494.2% | -594.2% | -100.0% |
| All | -100.0% | +1,230.2% | -1,330.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling