-91.6%
SOXS vs HD
-3.1%
-88.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.2% | +8.9% |
| 7D | +46.7% | +11.9% | +34.7% | +48.0% |
| 30D | +97.0% | +26.4% | +70.5% | +108.2% |
| 3M | +39.5% | +2.8% | +36.7% | +32.6% |
| 6M | -54.9% | +15.5% | -70.4% | -52.5% |
| YTD | -90.4% | +5.5% | -95.9% | -90.2% |
| 1Y | -91.6% | -4.6% | -87.1% | -91.8% |
| All | -91.6% | -3.1% | -88.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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