-93.1%
SOXS vs HD
-3.5%
-89.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +10.9% | +11.1% |
| 7D | -28.4% | +1.5% | -29.9% | -28.1% |
| 30D | +19.4% | +18.0% | +1.4% | +24.1% |
| 3M | +28.2% | +2.8% | +25.4% | +23.1% |
| 6M | -37.7% | +17.0% | -54.7% | -32.1% |
| YTD | -91.6% | +3.5% | -95.2% | -91.4% |
| 1Y | -93.1% | -2.6% | -90.5% | -93.1% |
| All | -93.1% | -3.5% | -89.5% | -93.1% |
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