-100.0%
SOXS vs HBM
+458.1%
-558.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.1% |
| 7D | -4.7% | -3.3% | -1.5% | -7.6% |
| 30D | +7.7% | -4.8% | +12.6% | +3.8% |
| 3M | -10.2% | -0.4% | -9.7% | +5.1% |
| 6M | -99.2% | +17.9% | -117.1% | -96.5% |
| YTD | -99.5% | +33.7% | -133.2% | -97.5% |
| 1Y | -99.8% | +95.6% | -195.4% | -98.0% |
| 3Y | -100.0% | +458.1% | -558.1% | -99.4% |
| All | -100.0% | +458.1% | -558.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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