-99.9%
SOXS vs HD
+7.1%
-107.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | -0.5% |
| 7D | -43.7% | -0.5% | -43.2% | -43.7% |
| 30D | +22.2% | +18.5% | +3.7% | +57.6% |
| 3M | +13.0% | +2.2% | +10.8% | +10.5% |
| 6M | -47.7% | +13.8% | -61.5% | -37.8% |
| YTD | -92.5% | +3.4% | -95.9% | -92.2% |
| 1Y | -93.1% | -3.5% | -89.6% | -93.9% |
| 3Y | -99.7% | +29.0% | -128.7% | -99.4% |
| 5Y | -99.9% | +6.1% | -106.0% | -99.8% |
| All | -99.9% | +7.1% | -107.0% | -99.8% |
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 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