-100.0%
SOXS vs FIX
+10,967.9%
-11,067.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | -0.4% |
| 7D | +3.2% | -13.9% | +17.2% | -5.1% |
| 30D | +61.0% | -35.5% | +96.5% | +13.7% |
| 3M | +24.0% | -33.9% | +57.9% | -5.0% |
| 6M | -35.9% | -43.3% | +7.4% | -46.0% |
| YTD | -90.9% | +18.7% | -109.5% | -78.8% |
| 1Y | -91.5% | +13.8% | -105.2% | -80.1% |
| 3Y | -99.7% | +495.0% | -594.6% | -89.8% |
| 5Y | -99.9% | +1,049.0% | -1,149.0% | -93.3% |
| 10Y | -100.0% | +3,644.4% | -3,744.4% | -100.0% |
| All | -100.0% | +10,967.9% | -11,067.9% | -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