-100.0%
SOXS vs HD
+6.0%
-106.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -3.7% |
| 7D | -16.6% | -1.8% | -14.8% | -19.3% |
| 30D | -4.4% | -10.8% | +6.5% | -22.8% |
| 3M | -26.2% | -2.7% | -23.6% | -30.1% |
| 6M | -99.3% | -10.3% | -89.0% | -99.6% |
| YTD | -99.5% | -7.8% | -91.7% | -99.7% |
| 1Y | -99.8% | -23.1% | -76.6% | -99.9% |
| 3Y | -100.0% | +2.0% | -102.0% | -100.0% |
| 5Y | -100.0% | +6.2% | -106.2% | -100.0% |
| All | -100.0% | +6.0% | -106.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling