-100.0%
SOXS vs KEY
+96.4%
-196.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.6% | +10.5% | +11.8% |
| 7D | -28.4% | +2.9% | -31.4% | -25.4% |
| 30D | +19.4% | +8.4% | +11.0% | +32.8% |
| 3M | +28.2% | -5.8% | +33.9% | +21.6% |
| 6M | -37.7% | +5.4% | -43.2% | -31.2% |
| YTD | -91.6% | +7.1% | -98.7% | -90.2% |
| 1Y | -93.1% | +26.8% | -119.9% | -90.1% |
| 3Y | -99.7% | +128.7% | -228.4% | -98.8% |
| 5Y | -99.9% | +13.6% | -113.6% | -99.8% |
| All | -100.0% | +96.4% | -196.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling