-100.0%
SOXS vs FIVE
+846.9%
-946.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.2% | +11.3% | +10.9% |
| 7D | -28.4% | +2.7% | -31.1% | -26.0% |
| 30D | +19.4% | +12.7% | +6.8% | +35.1% |
| 3M | +28.2% | +2.1% | +26.1% | +32.3% |
| 6M | -37.7% | +17.5% | -55.2% | -25.0% |
| YTD | -91.6% | +31.0% | -122.6% | -88.3% |
| 1Y | -93.1% | +67.7% | -160.8% | -88.0% |
| 3Y | -99.7% | +43.4% | -143.1% | -99.2% |
| 5Y | -99.9% | +18.1% | -118.0% | -99.7% |
| 10Y | -100.0% | +508.8% | -608.8% | -100.0% |
| All | -100.0% | +846.9% | -946.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling