-47.7%
SOXS vs FE
+6.3%
-54.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +1.0% |
| 7D | -43.7% | -0.3% | -43.4% | -43.4% |
| 30D | +22.2% | +3.9% | +18.3% | +14.2% |
| 3M | +13.0% | -0.1% | +13.1% | +14.4% |
| 6M | -47.7% | +6.1% | -53.8% | -54.8% |
| All | -47.7% | +6.3% | -54.0% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling