-100.0%
SOXS vs FITB
+584.4%
-684.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.7% |
| 7D | -15.6% | +2.8% | -18.4% | -12.5% |
| 30D | +4.8% | -4.5% | +9.3% | -1.0% |
| 3M | -21.6% | +5.7% | -27.3% | -15.4% |
| 6M | -99.3% | +17.1% | -116.4% | -99.0% |
| YTD | -99.5% | +18.3% | -117.9% | -99.3% |
| 1Y | -99.8% | +23.9% | -123.7% | -99.6% |
| 3Y | -100.0% | +131.1% | -231.1% | -99.9% |
| 5Y | -100.0% | +71.1% | -171.1% | -100.0% |
| 10Y | -100.0% | +283.9% | -383.9% | -100.0% |
| All | -100.0% | +584.4% | -684.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling