-100.0%
SOXS vs FN
+882.3%
-982.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -2.2% |
| 7D | -15.6% | +3.5% | -19.1% | -11.5% |
| 30D | +4.8% | -26.0% | +30.7% | -22.3% |
| 3M | -21.6% | -33.3% | +11.6% | -35.7% |
| 6M | -99.3% | -14.9% | -84.4% | -99.7% |
| YTD | -99.5% | -8.6% | -91.0% | -99.8% |
| 1Y | -99.8% | +12.3% | -112.1% | -99.8% |
| 3Y | -100.0% | +174.4% | -274.4% | -99.9% |
| 5Y | -100.0% | +296.4% | -396.4% | -100.0% |
| 10Y | -100.0% | +890.0% | -990.0% | -100.0% |
| All | -100.0% | +882.3% | -982.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling