-100.0%
SOXS vs FDS
-28.1%
-71.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.8% | +13.9% | +6.0% |
| 7D | -9.4% | -16.0% | +6.6% | -14.9% |
| 30D | +6.2% | -6.7% | +12.9% | +3.5% |
| 3M | -28.0% | +6.0% | -34.0% | -31.8% |
| 6M | -99.2% | +25.1% | -124.3% | -99.2% |
| YTD | -99.5% | -8.1% | -91.4% | -99.7% |
| 1Y | -99.7% | -26.0% | -73.7% | -99.9% |
| 3Y | -100.0% | -36.4% | -63.6% | -100.0% |
| 5Y | -100.0% | -27.7% | -72.3% | -100.0% |
| All | -100.0% | -28.1% | -71.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling