-100.0%
SOXS vs FDS
+411.8%
-511.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.5% | -6.7% | -14.7% |
| 7D | -7.0% | -1.9% | -5.1% | -9.5% |
| 30D | +2.8% | +9.0% | -6.2% | +13.2% |
| 3M | -9.8% | +18.9% | -28.7% | -10.6% |
| 6M | -99.2% | +35.1% | -134.3% | -99.2% |
| YTD | -99.5% | +5.5% | -105.0% | -99.7% |
| 1Y | -99.8% | -16.8% | -83.0% | -99.9% |
| 3Y | -100.0% | -28.1% | -71.9% | -100.0% |
| 5Y | -100.0% | -17.4% | -82.6% | -100.0% |
| 10Y | -100.0% | +85.4% | -185.4% | -100.0% |
| All | -100.0% | +411.8% | -511.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling