-100.0%
SOXS vs FIX
+784.8%
-884.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.2% | -1.5% |
| 7D | -15.6% | +6.1% | -21.6% | -7.9% |
| 30D | +4.8% | -2.7% | +7.4% | +4.2% |
| 3M | -21.6% | -10.9% | -10.7% | -10.6% |
| 6M | -99.3% | +29.0% | -128.3% | -97.7% |
| YTD | -99.5% | +76.9% | -176.4% | -97.4% |
| 1Y | -99.8% | +130.7% | -230.5% | -98.1% |
| 3Y | -100.0% | +790.7% | -890.6% | -98.8% |
| All | -100.0% | +784.8% | -884.8% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling