-100.0%
SOXS vs FCEL
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +18.8% | -23.7% | -0.1% |
| 7D | -15.6% | +4.0% | -19.6% | -14.1% |
| 30D | +4.8% | -13.1% | +17.8% | +3.2% |
| 3M | -21.6% | +14.6% | -36.2% | -5.7% |
| 6M | -99.3% | +133.7% | -233.0% | -99.1% |
| YTD | -99.5% | +143.0% | -242.5% | -99.3% |
| 1Y | -99.8% | +320.9% | -420.6% | -99.6% |
| 3Y | -100.0% | -58.9% | -41.1% | -100.0% |
| 5Y | -100.0% | -89.7% | -10.3% | -100.0% |
| 10Y | -100.0% | -99.1% | -0.9% | -100.0% |
| All | -100.0% | -99.9% | -0.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling