-100.0%
SOXS vs HALO
+979.6%
-1,079.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | -4.7% | -2.7% | -2.0% | -6.8% |
| 30D | +7.7% | +5.3% | +2.4% | +11.9% |
| 3M | -10.2% | +51.6% | -61.7% | +25.4% |
| 6M | -99.2% | +61.3% | -160.5% | -98.7% |
| YTD | -99.5% | +59.3% | -158.8% | -99.2% |
| 1Y | -99.8% | +38.3% | -138.0% | -99.6% |
| 3Y | -100.0% | +185.9% | -285.9% | -99.9% |
| 5Y | -100.0% | +159.9% | -259.9% | -100.0% |
| All | -100.0% | +979.6% | -1,079.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling