-100.0%
SOXS vs FIVE
+862.5%
-962.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.1% | -17.0% | -19.1% |
| 7D | -22.3% | -0.5% | -21.8% | -21.0% |
| 30D | +21.9% | +17.4% | +4.5% | +42.3% |
| 3M | +4.2% | +7.0% | -2.8% | +12.2% |
| 6M | -43.4% | +20.5% | -63.9% | -30.4% |
| YTD | -92.5% | +33.1% | -125.6% | -89.4% |
| 1Y | -93.5% | +67.1% | -160.6% | -88.7% |
| 3Y | -99.7% | +41.9% | -141.6% | -99.3% |
| 5Y | -99.9% | +21.1% | -121.0% | -99.8% |
| 10Y | -100.0% | +518.8% | -618.8% | -100.0% |
| All | -100.0% | +862.5% | -962.5% | -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