-100.0%
SOXS vs HRB
+25.9%
-125.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | -4.7% | -8.0% | +3.3% | -2.0% |
| 30D | +7.7% | -16.0% | +23.7% | +14.4% |
| 3M | -10.2% | +26.9% | -37.0% | -14.6% |
| 6M | -99.2% | +51.1% | -150.3% | -99.2% |
| YTD | -99.5% | +7.1% | -106.6% | -99.6% |
| 1Y | -99.8% | -9.6% | -90.1% | -99.8% |
| 3Y | -100.0% | +25.4% | -125.4% | -100.0% |
| All | -100.0% | +25.9% | -125.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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