-99.3%
SOXS vs FPS
+19.2%
-118.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -7.3% |
| 7D | -16.6% | +5.3% | -21.9% | -10.3% |
| 30D | -4.4% | -17.6% | +13.2% | -24.0% |
| 3M | -26.2% | -45.8% | +19.5% | -54.2% |
| 6M | -99.3% | -10.1% | -89.1% | -98.5% |
| All | -99.3% | +19.2% | -118.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling