-100.0%
SOXS vs FIVE
+38.7%
-138.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.1% |
| 7D | -15.6% | +3.7% | -19.3% | -12.0% |
| 30D | +4.8% | +4.0% | +0.8% | +9.2% |
| 3M | -21.6% | +36.2% | -57.9% | +9.4% |
| 6M | -99.3% | +18.0% | -117.4% | -99.1% |
| YTD | -99.5% | +34.9% | -134.4% | -99.2% |
| 1Y | -99.8% | +67.9% | -167.7% | -99.5% |
| 3Y | -100.0% | +57.3% | -157.3% | -99.9% |
| 5Y | -100.0% | +39.5% | -139.5% | -100.0% |
| All | -100.0% | +38.7% | -138.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling