-100.0%
SOXS vs IBM
+142.6%
-242.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +12.3% |
| 7D | -28.4% | +1.6% | -30.0% | -26.7% |
| 30D | +19.4% | +9.2% | +10.2% | +35.1% |
| 3M | +28.2% | +4.9% | +23.2% | +37.6% |
| 6M | -37.7% | +16.8% | -54.5% | -27.5% |
| YTD | -91.6% | -14.3% | -77.3% | -94.4% |
| 1Y | -93.1% | -16.7% | -76.4% | -95.6% |
| 3Y | -99.7% | +82.2% | -181.9% | -98.9% |
| 5Y | -99.9% | +149.9% | -249.9% | -99.4% |
| All | -100.0% | +142.6% | -242.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling