-100.0%
SOXS vs FDS
-36.6%
-63.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.8% | +13.9% | +9.8% |
| 7D | -9.4% | -16.0% | +6.6% | -4.6% |
| 30D | +6.2% | -6.7% | +12.9% | +8.5% |
| 3M | -28.0% | +6.0% | -34.0% | -29.5% |
| 6M | -99.2% | +25.1% | -124.3% | -99.2% |
| YTD | -99.5% | -8.1% | -91.4% | -99.6% |
| 1Y | -99.7% | -26.0% | -73.7% | -99.8% |
| All | -100.0% | -36.6% | -63.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling