-100.0%
SOXS vs FCEL
-63.4%
-36.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.9% | +14.0% | +6.0% |
| 7D | -9.4% | +6.3% | -15.7% | -6.6% |
| 30D | +6.2% | -18.8% | +25.0% | +1.4% |
| 3M | -28.0% | -3.8% | -24.2% | -15.2% |
| 6M | -99.2% | +121.1% | -220.3% | -98.8% |
| YTD | -99.5% | +113.3% | -212.8% | -99.2% |
| 1Y | -99.7% | +173.5% | -273.3% | -99.5% |
| All | -100.0% | -63.4% | -36.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling