-100.0%
SOXS vs IDXX
+1,716.1%
-1,816.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -6.1% |
| 7D | -4.7% | -5.7% | +1.0% | -12.7% |
| 30D | +7.7% | -11.5% | +19.3% | -10.7% |
| 3M | -10.2% | -9.5% | -0.6% | -26.7% |
| 6M | -99.2% | -16.0% | -83.2% | -99.5% |
| YTD | -99.5% | -25.4% | -74.1% | -99.7% |
| 1Y | -99.8% | -21.8% | -78.0% | -99.8% |
| 3Y | -100.0% | +7.0% | -107.0% | -100.0% |
| 5Y | -100.0% | -26.0% | -74.0% | -100.0% |
| 10Y | -100.0% | +358.9% | -458.9% | -100.0% |
| All | -100.0% | +1,716.1% | -1,816.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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