-100.0%
SOXS vs FHN
+179.3%
-279.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.3% |
| 7D | -16.6% | 0.0% | -16.6% | -16.6% |
| 30D | -4.4% | -2.6% | -1.8% | -6.6% |
| 3M | -26.2% | 0.0% | -26.3% | -26.1% |
| 6M | -99.3% | +9.2% | -108.5% | -99.1% |
| YTD | -99.5% | +4.3% | -103.9% | -99.4% |
| 1Y | -99.8% | +10.8% | -110.5% | -99.7% |
| 3Y | -100.0% | +130.7% | -230.7% | -99.9% |
| 5Y | -100.0% | +87.4% | -187.4% | -100.0% |
| 10Y | -100.0% | +126.9% | -226.9% | -100.0% |
| All | -100.0% | +179.3% | -279.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling