-99.9%
SOXS vs FICO
+81.4%
-181.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.2% | -12.9% |
| 7D | +36.2% | -0.9% | +37.2% | +35.4% |
| 30D | +131.5% | +3.3% | +128.1% | +133.3% |
| 3M | +60.5% | -31.7% | +92.2% | +23.3% |
| 6M | -25.9% | -34.0% | +8.0% | -48.2% |
| YTD | -88.3% | -58.3% | -30.0% | -95.1% |
| 1Y | -89.6% | -57.9% | -31.7% | -95.6% |
| 3Y | -99.6% | -24.1% | -75.6% | -99.5% |
| All | -99.9% | +81.4% | -181.4% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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