-37.7%
SOXS vs HD
+15.0%
-52.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +10.9% | +11.0% |
| 7D | -28.4% | +1.5% | -29.9% | -29.2% |
| 30D | +19.4% | +18.0% | +1.4% | +11.3% |
| 3M | +28.2% | +2.8% | +25.4% | +19.8% |
| 6M | -37.7% | +17.0% | -54.7% | -31.5% |
| All | -37.7% | +15.0% | -52.8% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling