-99.8%
SOXS vs HYG
+3.1%
-102.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -6.1% |
| 7D | -4.7% | -0.7% | -4.0% | -17.4% |
| 30D | +7.7% | -0.7% | +8.5% | -7.3% |
| 3M | -10.2% | -0.2% | -10.0% | -8.1% |
| 6M | -99.2% | +1.4% | -100.6% | -97.6% |
| YTD | -99.5% | +1.5% | -101.0% | -98.5% |
| 1Y | -99.8% | +2.9% | -102.7% | -98.9% |
| All | -99.8% | +3.1% | -102.8% | -98.9% |
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