-100.0%
SOXS vs KEY
+130.9%
-230.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -7.3% |
| 7D | -15.6% | +2.7% | -18.3% | -12.4% |
| 30D | +4.8% | -3.2% | +8.0% | +0.5% |
| 3M | -21.6% | +1.0% | -22.6% | -18.9% |
| 6M | -99.3% | +11.9% | -111.2% | -99.0% |
| YTD | -99.5% | +8.7% | -108.2% | -99.3% |
| 1Y | -99.8% | +18.5% | -118.2% | -99.6% |
| 3Y | -100.0% | +124.0% | -223.9% | -99.9% |
| All | -100.0% | +130.9% | -230.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling