-100.0%
SOXS vs FCEL
-90.6%
-9.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -4.7% |
| 7D | -4.7% | +6.3% | -11.0% | -1.0% |
| 30D | +7.7% | -26.7% | +34.4% | -3.8% |
| 3M | -10.2% | -10.2% | 0.0% | +7.3% |
| 6M | -99.2% | +123.5% | -222.7% | -98.6% |
| YTD | -99.5% | +117.4% | -216.9% | -99.1% |
| 1Y | -99.8% | +146.0% | -245.7% | -99.5% |
| 3Y | -100.0% | -61.9% | -38.1% | -100.0% |
| All | -100.0% | -90.6% | -9.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling