-100.0%
SOXS vs HD
+1,540.3%
-1,640.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +10.9% | +11.3% |
| 7D | -28.4% | +1.5% | -29.9% | -25.3% |
| 30D | +19.4% | +18.0% | +1.4% | +58.7% |
| 3M | +28.2% | +2.8% | +25.4% | +27.7% |
| 6M | -37.7% | +17.0% | -54.7% | -20.4% |
| YTD | -91.6% | +3.5% | -95.2% | -91.3% |
| 1Y | -93.1% | -2.6% | -90.5% | -93.7% |
| 3Y | -99.7% | +30.7% | -130.4% | -99.3% |
| 5Y | -99.9% | +6.2% | -106.1% | -99.8% |
| 10Y | -100.0% | +242.7% | -342.7% | -100.0% |
| All | -100.0% | +1,540.3% | -1,640.3% | -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