-91.6%
SOXS vs HALO
+92.7%
-184.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.4% | +9.2% |
| 7D | +46.7% | +0.2% | +46.4% | +46.8% |
| 30D | +97.0% | +20.3% | +76.6% | +108.9% |
| 3M | +39.5% | +56.6% | -17.1% | +68.2% |
| 6M | -54.9% | +101.9% | -156.8% | -34.6% |
| YTD | -90.4% | +93.7% | -184.1% | -85.4% |
| 1Y | -91.6% | +91.5% | -183.2% | -87.5% |
| All | -91.6% | +92.7% | -184.3% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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