-100.0%
SOXS vs HD
+2.9%
-102.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -7.8% |
| 7D | -15.6% | -1.2% | -14.4% | -16.9% |
| 30D | +4.8% | -11.1% | +15.9% | -10.7% |
| 3M | -21.6% | +2.0% | -23.7% | -18.6% |
| 6M | -99.3% | -10.5% | -88.9% | -99.5% |
| YTD | -99.5% | -6.9% | -92.7% | -99.6% |
| 1Y | -99.8% | -23.2% | -76.6% | -99.9% |
| All | -100.0% | +2.9% | -102.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling