-99.8%
SOXS vs HL
+134.7%
-234.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.5% | -7.7% | -12.2% |
| 7D | -7.0% | +1.5% | -8.5% | -5.9% |
| 30D | +2.8% | +25.1% | -22.3% | +24.9% |
| 3M | -9.8% | +22.9% | -32.7% | +25.2% |
| 6M | -99.2% | -4.9% | -94.3% | -98.5% |
| YTD | -99.5% | +7.8% | -107.3% | -99.0% |
| 1Y | -99.8% | +133.9% | -233.7% | -99.4% |
| All | -99.8% | +134.7% | -234.5% | -99.4% |
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