-91.6%
SOXS vs KEY
+29.6%
-121.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +10.5% |
| 7D | +46.7% | +1.7% | +45.0% | +49.2% |
| 30D | +97.0% | +6.8% | +90.2% | +111.9% |
| 3M | +39.5% | -5.8% | +45.4% | +26.6% |
| 6M | -54.9% | +1.4% | -56.4% | -52.9% |
| YTD | -90.4% | +7.5% | -97.9% | -88.0% |
| 1Y | -91.6% | +29.6% | -121.3% | -87.2% |
| All | -91.6% | +29.6% | -121.3% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling