-99.9%
SOXS vs FDS
-23.2%
-76.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.3% | +10.8% | +11.1% |
| 7D | -28.4% | +1.5% | -29.9% | -28.1% |
| 30D | +19.4% | +14.8% | +4.6% | +23.8% |
| 3M | +28.2% | +16.3% | +11.9% | +32.2% |
| 6M | -37.7% | +66.2% | -103.9% | -25.4% |
| YTD | -91.6% | +16.2% | -107.9% | -93.9% |
| 1Y | -93.1% | +21.8% | -114.9% | -94.7% |
| 3Y | -99.7% | -23.9% | -75.8% | -99.9% |
| All | -99.9% | -23.2% | -76.7% | -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