-100.0%
SOXS vs IBM
+240.8%
-340.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -6.6% |
| 7D | -15.6% | +0.3% | -15.9% | -15.3% |
| 30D | +4.8% | -1.5% | +6.2% | +2.4% |
| 3M | -21.6% | -16.8% | -4.9% | -49.8% |
| 6M | -99.3% | -9.0% | -90.3% | -99.7% |
| YTD | -99.5% | -20.1% | -79.5% | -99.8% |
| 1Y | -99.8% | -7.0% | -92.8% | -99.9% |
| 3Y | -100.0% | +72.4% | -172.4% | -100.0% |
| 5Y | -100.0% | +112.0% | -212.0% | -100.0% |
| 10Y | -100.0% | +131.6% | -231.6% | -100.0% |
| All | -100.0% | +240.8% | -340.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling