-100.0%
SOXS vs IBM
+118.9%
-218.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | +0.6% |
| 7D | -16.6% | +3.6% | -20.1% | -14.4% |
| 30D | -4.4% | +1.5% | -5.9% | -3.2% |
| 3M | -26.2% | -12.9% | -13.3% | -37.9% |
| 6M | -99.3% | -3.9% | -95.4% | -99.5% |
| YTD | -99.5% | -17.3% | -82.2% | -99.7% |
| 1Y | -99.8% | -5.0% | -94.8% | -99.8% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| All | -100.0% | +118.9% | -218.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling