-99.8%
SOXS vs FDX
+80.8%
-180.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -11.0% |
| 7D | -7.0% | -2.5% | -4.5% | -10.7% |
| 30D | +2.8% | +3.8% | -1.0% | +8.8% |
| 3M | -9.8% | -1.3% | -8.5% | -6.2% |
| 6M | -99.2% | +5.0% | -104.2% | -98.6% |
| YTD | -99.5% | +39.6% | -139.1% | -98.8% |
| 1Y | -99.8% | +81.1% | -180.9% | -99.3% |
| All | -99.8% | +80.8% | -180.6% | -99.3% |
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