-100.0%
SOXS vs FDX
+182.5%
-282.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.5% |
| 7D | -4.7% | -3.3% | -1.5% | -9.7% |
| 30D | +7.7% | -4.5% | +12.3% | -0.3% |
| 3M | -10.2% | -7.3% | -2.8% | -17.9% |
| 6M | -99.2% | +7.5% | -106.7% | -98.6% |
| YTD | -99.5% | +35.1% | -134.6% | -98.8% |
| 1Y | -99.8% | +71.4% | -171.2% | -99.1% |
| 3Y | -100.0% | +60.8% | -160.8% | -99.9% |
| 5Y | -100.0% | +65.5% | -165.5% | -100.0% |
| All | -100.0% | +182.5% | -282.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling