-99.9%
SOXS vs FE
+47.0%
-146.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +10.0% | +11.3% |
| 7D | -28.4% | +1.2% | -29.7% | -28.2% |
| 30D | +19.4% | +4.5% | +14.9% | +20.5% |
| 3M | +28.2% | +1.3% | +26.8% | +28.0% |
| 6M | -37.7% | +8.7% | -46.4% | -36.1% |
| YTD | -91.6% | +9.2% | -100.8% | -91.4% |
| 1Y | -93.1% | +7.0% | -100.0% | -92.9% |
| 3Y | -99.7% | +51.4% | -151.1% | -99.6% |
| All | -99.9% | +47.0% | -146.9% | -99.9% |
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