-93.1%
SOXS vs KEY
+22.3%
-115.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.1% |
| 7D | -43.7% | +1.8% | -45.5% | -41.6% |
| 30D | +22.2% | +7.1% | +15.0% | +35.7% |
| 3M | +13.0% | -5.9% | +18.9% | +4.3% |
| 6M | -47.7% | +2.2% | -49.9% | -43.3% |
| YTD | -92.5% | +6.4% | -98.9% | -90.3% |
| 1Y | -93.1% | +24.8% | -117.9% | -89.1% |
| All | -93.1% | +22.3% | -115.4% | -89.1% |
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