-99.8%
SOXS vs FIX
+128.3%
-228.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.9% | -12.1% | -6.8% |
| 7D | -7.0% | +6.0% | -13.0% | +3.5% |
| 30D | +2.8% | -7.2% | +10.0% | -7.1% |
| 3M | -9.8% | -15.9% | +6.0% | -5.3% |
| 6M | -99.2% | +12.7% | -111.9% | -97.4% |
| YTD | -99.5% | +72.8% | -172.3% | -97.2% |
| 1Y | -99.8% | +122.9% | -222.7% | -98.3% |
| All | -99.8% | +128.3% | -228.0% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling