-100.0%
SOXS vs FOXA
+86.3%
-186.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -4.0% |
| 7D | -16.6% | -5.4% | -11.2% | -21.5% |
| 30D | -4.4% | +1.1% | -5.5% | -3.6% |
| 3M | -26.2% | -6.1% | -20.1% | -36.5% |
| 6M | -99.3% | +8.2% | -107.5% | -99.0% |
| YTD | -99.5% | -11.8% | -87.7% | -99.5% |
| 1Y | -99.8% | +9.9% | -109.7% | -99.7% |
| 3Y | -100.0% | +110.7% | -210.7% | -99.9% |
| 5Y | -100.0% | +86.9% | -186.9% | -100.0% |
| All | -100.0% | +86.3% | -186.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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