-100.0%
SOXS vs HBM
+144.2%
-244.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.4% |
| 7D | -16.6% | +5.5% | -22.1% | -13.1% |
| 30D | -4.4% | +3.3% | -7.6% | -0.8% |
| 3M | -26.2% | +12.7% | -38.9% | -8.3% |
| 6M | -99.3% | +28.2% | -127.5% | -97.7% |
| YTD | -99.5% | +45.3% | -144.8% | -98.3% |
| 1Y | -99.8% | +121.7% | -221.5% | -98.9% |
| 3Y | -100.0% | +523.5% | -623.5% | -99.7% |
| 5Y | -100.0% | +393.9% | -493.9% | -99.9% |
| 10Y | -100.0% | +647.9% | -747.9% | -100.0% |
| All | -100.0% | +144.2% | -244.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling