-91.6%
SOXS vs HPE
+113.0%
-204.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.7% | +14.4% | +1.4% |
| 7D | +46.7% | -17.0% | +63.6% | +19.8% |
| 30D | +97.0% | -26.7% | +123.7% | +45.3% |
| 3M | +39.5% | -4.1% | +43.7% | +52.7% |
| 6M | -54.9% | +75.4% | -130.4% | +28.4% |
| YTD | -90.4% | +111.0% | -201.4% | -65.2% |
| 1Y | -91.6% | +116.4% | -208.1% | -67.4% |
| All | -91.6% | +113.0% | -204.7% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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