-100.0%
SOXS vs FDX
+462.0%
-562.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -11.1% |
| 7D | -7.0% | -2.5% | -4.5% | -10.8% |
| 30D | +2.8% | +3.8% | -1.0% | +8.5% |
| 3M | -9.8% | -1.3% | -8.5% | -6.6% |
| 6M | -99.2% | +5.0% | -104.2% | -98.6% |
| YTD | -99.5% | +39.6% | -139.1% | -98.6% |
| 1Y | -99.8% | +81.1% | -180.9% | -99.1% |
| 3Y | -100.0% | +63.0% | -163.0% | -99.9% |
| 5Y | -100.0% | +65.6% | -165.6% | -100.0% |
| 10Y | -100.0% | +183.4% | -283.4% | -100.0% |
| All | -100.0% | +462.0% | -562.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling