-100.0%
SOXS vs FIVE
+486.0%
-586.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -4.6% |
| 7D | -16.6% | +1.7% | -18.2% | -14.8% |
| 30D | -4.4% | +5.0% | -9.4% | +0.3% |
| 3M | -26.2% | +29.5% | -55.7% | -2.4% |
| 6M | -99.3% | +12.4% | -111.7% | -99.0% |
| YTD | -99.5% | +31.2% | -130.7% | -99.2% |
| 1Y | -99.8% | +72.9% | -172.6% | -99.5% |
| 3Y | -100.0% | +53.0% | -153.0% | -99.9% |
| 5Y | -100.0% | +34.2% | -134.2% | -100.0% |
| 10Y | -100.0% | +497.6% | -597.6% | -100.0% |
| All | -100.0% | +486.0% | -586.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling