-100.0%
SOXS vs FIX
+16,015.9%
-16,115.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.9% | -12.1% | -7.9% |
| 7D | -7.0% | +6.0% | -13.0% | -0.1% |
| 30D | +2.8% | -7.2% | +10.0% | -3.2% |
| 3M | -9.8% | -15.9% | +6.0% | -3.3% |
| 6M | -99.2% | +12.7% | -111.9% | -97.8% |
| YTD | -99.5% | +72.8% | -172.3% | -97.6% |
| 1Y | -99.8% | +122.9% | -222.7% | -98.5% |
| 3Y | -100.0% | +774.3% | -874.3% | -98.8% |
| 5Y | -100.0% | +2,049.5% | -2,149.5% | -99.3% |
| 10Y | -100.0% | +5,821.5% | -5,921.5% | -100.0% |
| All | -100.0% | +16,015.9% | -16,115.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling