-100.0%
SOXS vs FN
+2,887.5%
-2,987.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +11.7% | -24.3% | -1.4% |
| 7D | +36.2% | 0.0% | +36.3% | +47.3% |
| 30D | +131.5% | -34.3% | +165.8% | +80.8% |
| 3M | +60.5% | -39.9% | +100.4% | +26.2% |
| 6M | -25.9% | -51.8% | +25.9% | -38.8% |
| YTD | -88.3% | -28.1% | -60.2% | -82.9% |
| 1Y | -89.6% | -29.1% | -60.5% | -83.9% |
| 3Y | -99.6% | +102.4% | -202.1% | -96.8% |
| 5Y | -99.9% | +171.7% | -271.6% | -98.3% |
| 10Y | -100.0% | +773.5% | -873.5% | -100.0% |
| All | -100.0% | +2,887.5% | -2,987.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling