-100.0%
SOXS vs HON
+634.0%
-734.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -5.4% |
| 7D | -16.6% | -0.6% | -16.0% | -17.5% |
| 30D | -4.4% | -15.4% | +11.0% | -33.6% |
| 3M | -26.2% | -9.1% | -17.1% | -37.4% |
| 6M | -99.3% | -17.1% | -82.2% | -99.2% |
| YTD | -99.5% | +1.5% | -101.0% | -99.1% |
| 1Y | -99.8% | -1.3% | -98.5% | -99.6% |
| 3Y | -100.0% | +19.5% | -119.5% | -99.9% |
| 5Y | -100.0% | +3.1% | -103.1% | -100.0% |
| 10Y | -100.0% | +138.4% | -238.4% | -100.0% |
| All | -100.0% | +634.0% | -734.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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