-100.0%
SOXS vs FIX
+5,928.8%
-6,028.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -4.5% |
| 7D | -16.6% | +3.5% | -20.1% | -12.5% |
| 30D | -4.4% | -3.5% | -0.8% | -5.8% |
| 3M | -26.2% | -11.8% | -14.5% | -17.2% |
| 6M | -99.3% | +17.8% | -117.1% | -97.8% |
| YTD | -99.5% | +73.3% | -172.8% | -97.6% |
| 1Y | -99.8% | +128.1% | -227.9% | -98.2% |
| 3Y | -100.0% | +772.7% | -872.6% | -98.6% |
| 5Y | -100.0% | +2,166.4% | -2,266.4% | -99.0% |
| 10Y | -100.0% | +6,034.5% | -6,134.5% | -100.0% |
| All | -100.0% | +5,928.8% | -6,028.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling