-99.8%
SOXS vs FIG
-74.0%
-25.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.0% |
| 7D | -9.4% | -12.2% | +2.8% | -8.0% |
| 30D | +6.2% | -11.0% | +17.1% | +7.1% |
| 3M | -28.0% | +11.9% | -39.9% | -29.3% |
| 6M | -99.2% | -21.9% | -77.3% | -99.3% |
| YTD | -99.5% | -40.8% | -58.7% | -99.6% |
| 1Y | -99.7% | -56.6% | -43.1% | -99.8% |
| All | -99.8% | -74.0% | -25.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling