-99.7%
SOXS vs FN
+96.4%
-196.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -7.3% | +18.4% | +1.9% |
| 7D | -28.4% | +0.3% | -28.7% | -23.9% |
| 30D | +19.4% | -16.5% | +36.0% | +18.8% |
| 3M | +28.2% | -42.1% | +70.3% | -8.8% |
| 6M | -37.7% | -52.9% | +15.2% | -53.1% |
| YTD | -91.6% | -28.0% | -63.7% | -86.6% |
| 1Y | -93.1% | -18.5% | -74.6% | -86.2% |
| 3Y | -99.7% | +93.9% | -193.6% | -94.4% |
| All | -99.7% | +96.4% | -196.1% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling