-99.3%
SOXS vs FPS
+12.3%
-111.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.8% | +13.9% | +0.5% |
| 7D | -9.4% | -4.6% | -4.8% | -14.0% |
| 30D | +6.2% | -22.6% | +28.7% | -22.0% |
| 3M | -28.0% | -45.1% | +17.1% | -55.6% |
| 6M | -99.2% | -17.8% | -81.3% | -98.5% |
| All | -99.3% | +12.3% | -111.6% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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