-91.6%
SOXS vs HL
+22.6%
-114.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +13.2% | -4.4% | +19.7% |
| 7D | +46.7% | +0.2% | +46.5% | +46.7% |
| 30D | +97.0% | -12.1% | +109.1% | +81.7% |
| 3M | +39.5% | -2.8% | +42.4% | +44.4% |
| 6M | -54.9% | -14.9% | -40.0% | -49.1% |
| YTD | -90.4% | -22.0% | -68.3% | -88.3% |
| 1Y | -91.6% | +25.0% | -116.7% | -84.9% |
| All | -91.6% | +22.6% | -114.2% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling