-100.0%
SOXS vs FND
+56.5%
-156.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -4.5% |
| 7D | -4.7% | -5.8% | +1.0% | -10.5% |
| 30D | +7.7% | -20.2% | +27.9% | -14.8% |
| 3M | -10.2% | -12.0% | +1.8% | -20.1% |
| 6M | -99.2% | -18.5% | -80.7% | -99.3% |
| YTD | -99.5% | -22.3% | -77.3% | -99.6% |
| 1Y | -99.8% | -47.6% | -52.1% | -99.9% |
| 3Y | -100.0% | -49.8% | -50.2% | -100.0% |
| 5Y | -100.0% | -63.0% | -37.0% | -100.0% |
| All | -100.0% | +56.5% | -156.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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