-100.0%
SOXS vs KEY
+171.1%
-271.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -9.4% | -1.8% | -7.7% | -11.3% |
| 30D | +6.2% | -3.3% | +9.5% | +2.5% |
| 3M | -28.0% | -0.2% | -27.8% | -26.9% |
| 6M | -99.2% | +12.1% | -111.3% | -98.8% |
| YTD | -99.5% | +8.4% | -107.9% | -99.3% |
| 1Y | -99.7% | +17.6% | -117.4% | -99.6% |
| 3Y | -100.0% | +123.3% | -223.3% | -99.9% |
| 5Y | -100.0% | +39.5% | -139.5% | -100.0% |
| All | -100.0% | +171.1% | -271.1% | -100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling