-91.5%
SOXS vs FN
-20.4%
-71.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +11.9% | -34.1% | -7.1% |
| 7D | -5.1% | +16.3% | -21.3% | +29.5% |
| 30D | +60.4% | -24.7% | +85.1% | +41.3% |
| 3M | +32.7% | -34.9% | +67.6% | +8.9% |
| 6M | -36.2% | -41.1% | +4.9% | -36.9% |
| YTD | -90.9% | -19.6% | -71.3% | -84.1% |
| All | -91.5% | -20.4% | -71.1% | -84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling