-100.0%
SOXS vs FITB
+290.8%
-390.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -4.9% |
| 7D | -4.7% | -0.3% | -4.5% | -5.1% |
| 30D | +7.7% | -5.7% | +13.4% | +0.3% |
| 3M | -10.2% | +3.2% | -13.3% | -6.6% |
| 6M | -99.2% | +23.4% | -122.6% | -98.7% |
| YTD | -99.5% | +18.8% | -118.3% | -99.3% |
| 1Y | -99.8% | +25.0% | -124.7% | -99.6% |
| 3Y | -100.0% | +131.2% | -231.2% | -99.9% |
| 5Y | -100.0% | +70.7% | -170.7% | -100.0% |
| All | -100.0% | +290.8% | -390.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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