-87.2%
SOXS vs FRSH
+16.1%
-103.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -4.2% | +43.4% | +41.0% |
| 7D | +94.9% | -15.4% | +110.3% | +108.8% |
| 30D | +174.1% | -7.7% | +181.8% | +178.5% |
| 3M | +82.4% | +10.2% | +72.2% | +66.8% |
| 6M | -27.7% | +38.2% | -65.9% | -39.3% |
| YTD | -86.6% | +3.7% | -90.3% | -89.2% |
| 1Y | -87.2% | +14.8% | -102.0% | -89.1% |
| All | -87.2% | +16.1% | -103.3% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling