-100.0%
SOXS vs FIX
+3,564.5%
-3,664.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.4% | +9.2% |
| 7D | -28.4% | +9.4% | -37.9% | -15.7% |
| 30D | +19.4% | -27.8% | +47.2% | -6.1% |
| 3M | +28.2% | -35.6% | +63.7% | -7.2% |
| 6M | -37.7% | -45.2% | +7.5% | -50.9% |
| YTD | -91.6% | +19.5% | -111.1% | -79.0% |
| 1Y | -93.1% | +24.2% | -117.3% | -81.0% |
| 3Y | -99.7% | +494.2% | -593.9% | -87.6% |
| 5Y | -99.9% | +1,036.1% | -1,136.1% | -89.6% |
| All | -100.0% | +3,564.5% | -3,664.5% | -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