-100.0%
SOXS vs FIVE
+59.0%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.3% |
| 7D | -15.6% | +3.7% | -19.3% | -12.7% |
| 30D | +4.8% | +4.0% | +0.8% | +8.4% |
| 3M | -21.6% | +36.2% | -57.9% | +2.4% |
| 6M | -99.3% | +18.0% | -117.4% | -99.1% |
| YTD | -99.5% | +34.9% | -134.4% | -99.3% |
| 1Y | -99.8% | +67.9% | -167.7% | -99.6% |
| 3Y | -100.0% | +57.3% | -157.3% | -99.9% |
| All | -100.0% | +59.0% | -159.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIVE 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling