-100.0%
SOXS vs HDB
-31.0%
-69.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +7.4% |
| 7D | -9.4% | -6.2% | -3.2% | -13.3% |
| 30D | +6.2% | -6.2% | +12.4% | +1.1% |
| 3M | -28.0% | -5.9% | -22.2% | -30.0% |
| 6M | -99.2% | -25.9% | -73.3% | -99.3% |
| YTD | -99.5% | -40.2% | -59.3% | -99.6% |
| 1Y | -99.7% | -38.0% | -61.8% | -99.8% |
| All | -100.0% | -31.0% | -69.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling