-87.2%
SOXS vs HYG
+1.2%
-88.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -0.3% | +39.5% | +33.8% |
| 7D | +94.9% | -0.4% | +95.3% | +83.5% |
| 30D | +174.1% | 0.0% | +174.1% | +179.8% |
| 3M | +82.4% | -2.3% | +84.7% | +20.5% |
| 6M | -27.7% | -1.3% | -26.4% | -34.1% |
| YTD | -86.6% | -0.3% | -86.4% | -84.4% |
| 1Y | -87.2% | +1.2% | -88.4% | -80.0% |
| All | -87.2% | +1.2% | -88.4% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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