-100.0%
SOXS vs FAST
+1,378.2%
-1,478.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +1.2% |
| 7D | +3.2% | +4.8% | -1.6% | +13.1% |
| 30D | +61.0% | +8.6% | +52.4% | +85.4% |
| 3M | +24.0% | +5.7% | +18.3% | +36.8% |
| 6M | -35.9% | +25.5% | -61.4% | -5.1% |
| YTD | -90.9% | +39.6% | -130.5% | -83.3% |
| 1Y | -91.5% | +35.5% | -127.0% | -85.1% |
| 3Y | -99.7% | +96.2% | -195.9% | -98.6% |
| 5Y | -99.9% | +110.2% | -210.1% | -99.4% |
| 10Y | -100.0% | +531.8% | -631.8% | -100.0% |
| All | -100.0% | +1,378.2% | -1,478.2% | -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