-100.0%
SOXS vs FE
+48.2%
-148.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.1% |
| 7D | -15.6% | +0.6% | -16.2% | -15.4% |
| 30D | +4.8% | -2.1% | +6.9% | +4.0% |
| 3M | -21.6% | +2.6% | -24.3% | -20.9% |
| 6M | -99.3% | -6.8% | -92.6% | -99.3% |
| YTD | -99.5% | +6.9% | -106.4% | -99.5% |
| 1Y | -99.8% | +11.6% | -111.3% | -99.7% |
| 3Y | -100.0% | +47.7% | -147.7% | -100.0% |
| 5Y | -100.0% | +46.2% | -146.2% | -100.0% |
| All | -100.0% | +48.2% | -148.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling