-100.0%
SOXS vs FDX
+467.0%
-567.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.5% | +9.6% | +13.4% |
| 7D | -28.4% | +5.2% | -33.6% | -21.4% |
| 30D | +19.4% | +11.3% | +8.1% | +42.4% |
| 3M | +28.2% | -4.1% | +32.3% | +18.7% |
| 6M | -37.7% | +9.6% | -47.4% | -24.1% |
| YTD | -91.6% | +40.9% | -132.5% | -83.6% |
| 1Y | -93.1% | +53.0% | -146.1% | -84.5% |
| 3Y | -99.7% | +74.1% | -173.8% | -98.8% |
| 5Y | -99.9% | +75.1% | -175.0% | -99.5% |
| 10Y | -100.0% | +156.9% | -256.9% | -100.0% |
| All | -100.0% | +467.0% | -567.0% | -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