-100.0%
SOXS vs FITB
+68.4%
-168.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +8.7% |
| 7D | -9.4% | -1.0% | -8.4% | -10.9% |
| 30D | +6.2% | -5.5% | +11.7% | -2.0% |
| 3M | -28.0% | +4.1% | -32.1% | -23.3% |
| 6M | -99.2% | +18.7% | -117.9% | -98.7% |
| YTD | -99.5% | +18.2% | -117.7% | -99.2% |
| 1Y | -99.7% | +23.7% | -123.4% | -99.6% |
| 3Y | -100.0% | +130.8% | -230.7% | -99.9% |
| 5Y | -100.0% | +69.8% | -169.8% | -100.0% |
| All | -100.0% | +68.4% | -168.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling