-100.0%
SOXS vs FE
+114.8%
-214.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.2% |
| 7D | -9.4% | -1.7% | -7.7% | -10.8% |
| 30D | +6.2% | -1.3% | +7.4% | +4.9% |
| 3M | -28.0% | +0.6% | -28.6% | -28.4% |
| 6M | -99.2% | -6.8% | -92.3% | -99.2% |
| YTD | -99.5% | +6.4% | -105.9% | -99.4% |
| 1Y | -99.7% | +11.3% | -111.0% | -99.7% |
| 3Y | -100.0% | +47.1% | -147.1% | -100.0% |
| 5Y | -100.0% | +50.4% | -150.4% | -100.0% |
| All | -100.0% | +114.8% | -214.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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