-100.0%
SOXS vs KEY
+95.2%
-195.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.3% |
| 7D | -43.7% | +1.8% | -45.5% | -42.1% |
| 30D | +22.2% | +7.1% | +15.0% | +34.2% |
| 3M | +13.0% | -5.9% | +18.9% | +7.1% |
| 6M | -47.7% | +2.2% | -49.9% | -44.3% |
| YTD | -92.5% | +6.4% | -98.9% | -91.2% |
| 1Y | -93.1% | +24.8% | -117.9% | -90.3% |
| 3Y | -99.7% | +125.2% | -225.0% | -98.9% |
| 5Y | -99.9% | +13.0% | -112.9% | -99.8% |
| All | -100.0% | +95.2% | -195.2% | -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