-99.8%
SOXS vs FIG
-72.7%
-27.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.8% | -10.4% | -6.1% |
| 7D | -4.7% | -3.8% | -0.9% | -4.3% |
| 30D | +7.7% | -2.3% | +10.1% | +7.4% |
| 3M | -10.2% | +20.0% | -30.1% | -12.1% |
| 6M | -99.2% | -16.7% | -82.5% | -99.3% |
| YTD | -99.5% | -37.9% | -61.6% | -99.6% |
| 1Y | -99.8% | -58.5% | -41.2% | -99.8% |
| All | -99.8% | -72.7% | -27.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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