-93.1%
SOXS vs FIX
+15.7%
-108.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.4% | +8.5% |
| 7D | -28.4% | +9.4% | -37.9% | -10.8% |
| 30D | +19.4% | -27.8% | +47.2% | -18.5% |
| 3M | +28.2% | -35.6% | +63.7% | -24.3% |
| 6M | -37.7% | -45.2% | +7.5% | -60.0% |
| YTD | -91.6% | +19.5% | -111.1% | -78.3% |
| 1Y | -93.1% | +24.2% | -117.3% | -79.9% |
| All | -93.1% | +15.7% | -108.8% | -79.9% |
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