-100.0%
SOXS vs HD
+1,410.3%
-1,510.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.9% | -11.1% | -8.4% |
| 7D | -7.0% | -2.1% | -4.9% | -10.3% |
| 30D | +2.8% | -8.4% | +11.2% | -14.1% |
| 3M | -9.8% | +4.3% | -14.2% | -3.7% |
| 6M | -99.2% | -11.1% | -88.1% | -99.5% |
| YTD | -99.5% | -4.7% | -94.8% | -99.7% |
| 1Y | -99.8% | -19.8% | -80.0% | -99.9% |
| 3Y | -100.0% | +4.1% | -104.1% | -100.0% |
| 5Y | -100.0% | +10.3% | -110.3% | -100.0% |
| 10Y | -100.0% | +203.2% | -303.2% | -100.0% |
| All | -100.0% | +1,410.3% | -1,510.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling