-99.3%
SOXS vs FCEL
+139.5%
-238.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -4.8% |
| 7D | -16.6% | +15.1% | -31.6% | -10.5% |
| 30D | -4.4% | -16.4% | +12.1% | -9.2% |
| 3M | -26.2% | -5.3% | -21.0% | -17.4% |
| 6M | -99.3% | +124.5% | -223.8% | -98.8% |
| All | -99.3% | +139.5% | -238.7% | -98.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling