-99.8%
SOXS vs FIX
+125.7%
-225.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -5.5% |
| 7D | -16.6% | +3.5% | -20.1% | -10.9% |
| 30D | -4.4% | -3.5% | -0.8% | -7.2% |
| 3M | -26.2% | -11.8% | -14.5% | -18.0% |
| 6M | -99.3% | +17.8% | -117.1% | -97.6% |
| YTD | -99.5% | +73.3% | -172.8% | -97.3% |
| 1Y | -99.8% | +128.1% | -227.9% | -98.2% |
| All | -99.8% | +125.7% | -225.5% | -98.2% |
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