-91.6%
SOXS vs FDX
+65.6%
-157.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +12.1% |
| 7D | +46.7% | +8.1% | +38.5% | +57.1% |
| 30D | +97.0% | +13.9% | +83.0% | +122.9% |
| 3M | +39.5% | +5.5% | +34.0% | +43.5% |
| 6M | -54.9% | +15.1% | -70.1% | -45.4% |
| YTD | -90.4% | +43.2% | -133.6% | -86.2% |
| 1Y | -91.6% | +65.0% | -156.7% | -89.3% |
| All | -91.6% | +65.6% | -157.3% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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