-100.0%
SOXS vs FND
-50.8%
-49.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.6% | +6.8% |
| 7D | -9.4% | -5.1% | -4.3% | -13.5% |
| 30D | +6.2% | -22.5% | +28.7% | -15.7% |
| 3M | -28.0% | -5.0% | -23.0% | -27.7% |
| 6M | -99.2% | -21.5% | -77.7% | -99.3% |
| YTD | -99.5% | -23.0% | -76.5% | -99.5% |
| 1Y | -99.7% | -44.9% | -54.9% | -99.8% |
| All | -100.0% | -50.8% | -49.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling