-100.0%
SOXS vs IBM
+139.1%
-239.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.5% | +10.6% | +5.0% |
| 7D | -9.4% | -0.3% | -9.1% | -9.6% |
| 30D | +6.2% | -1.8% | +8.0% | +3.9% |
| 3M | -28.0% | -13.5% | -14.6% | -47.5% |
| 6M | -99.2% | -5.1% | -94.1% | -99.6% |
| YTD | -99.5% | -19.4% | -80.1% | -99.8% |
| 1Y | -99.7% | -6.5% | -93.2% | -99.9% |
| 3Y | -100.0% | +73.8% | -173.8% | -100.0% |
| 5Y | -100.0% | +116.3% | -216.3% | -100.0% |
| All | -100.0% | +139.1% | -239.1% | -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