-100.0%
SOXS vs FHN
+128.3%
-228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.0% |
| 7D | -4.7% | -1.2% | -3.5% | -6.0% |
| 30D | +7.7% | -4.8% | +12.5% | +3.0% |
| 3M | -10.2% | -0.7% | -9.4% | -11.0% |
| 6M | -99.2% | +10.6% | -109.8% | -99.0% |
| YTD | -99.5% | +4.6% | -104.1% | -99.4% |
| 1Y | -99.8% | +11.4% | -111.1% | -99.7% |
| 3Y | -100.0% | +132.3% | -232.2% | -99.9% |
| 5Y | -100.0% | +90.2% | -190.2% | -100.0% |
| All | -100.0% | +128.3% | -228.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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