-43.4%
SOXS vs FIVE
+12.4%
-55.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.1% | -17.0% | -18.7% |
| 7D | -22.3% | -0.5% | -21.8% | -21.1% |
| 30D | +21.9% | +17.4% | +4.5% | +28.9% |
| 3M | +4.2% | +7.0% | -2.8% | +8.2% |
| 6M | -43.4% | +20.5% | -63.9% | -37.7% |
| All | -43.4% | +12.4% | -55.8% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling