-100.0%
SOXS vs FN
+837.6%
-937.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +11.9% | -34.1% | -7.5% |
| 7D | -5.1% | +16.3% | -21.3% | +29.3% |
| 30D | +60.4% | -24.7% | +85.1% | +39.8% |
| 3M | +32.7% | -34.9% | +67.6% | +7.0% |
| 6M | -36.2% | -41.1% | +4.9% | -38.3% |
| YTD | -90.9% | -19.6% | -71.3% | -83.8% |
| 1Y | -92.2% | -18.5% | -73.6% | -84.5% |
| 3Y | -99.7% | +119.1% | -218.8% | -94.8% |
| 5Y | -99.9% | +206.9% | -306.9% | -96.0% |
| 10Y | -100.0% | +826.4% | -926.4% | -100.0% |
| All | -100.0% | +837.6% | -937.6% | -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