-100.0%
SOXS vs HYG
+129.4%
-229.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.7% |
| 7D | -4.7% | -0.7% | -4.0% | -9.0% |
| 30D | +7.7% | -0.7% | +8.5% | +2.9% |
| 3M | -10.2% | -0.2% | -10.0% | -8.7% |
| 6M | -99.2% | +1.4% | -100.6% | -98.7% |
| YTD | -99.5% | +1.5% | -101.0% | -99.2% |
| 1Y | -99.8% | +2.9% | -102.7% | -99.5% |
| 3Y | -100.0% | +25.6% | -125.6% | -99.8% |
| 5Y | -100.0% | +18.6% | -118.6% | -100.0% |
| 10Y | -100.0% | +55.7% | -155.7% | -100.0% |
| All | -100.0% | +129.4% | -229.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling