-91.6%
SOXS vs FDS
+31.1%
-122.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +5.5% |
| 7D | +46.7% | +9.4% | +37.2% | +34.4% |
| 30D | +97.0% | +23.8% | +73.2% | +60.7% |
| 3M | +39.5% | +25.1% | +14.4% | +10.8% |
| 6M | -54.9% | +53.8% | -108.7% | -67.6% |
| YTD | -90.4% | +19.6% | -109.9% | -92.5% |
| 1Y | -91.6% | +31.6% | -123.3% | -94.2% |
| All | -91.6% | +31.1% | -122.8% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling