-100.0%
SOXS vs KEY
+40.7%
-140.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -2.2% |
| 7D | -16.6% | -0.3% | -16.3% | -16.9% |
| 30D | -4.4% | -3.3% | -1.1% | -7.7% |
| 3M | -26.2% | -0.7% | -25.5% | -25.5% |
| 6M | -99.3% | +12.5% | -111.8% | -98.9% |
| YTD | -99.5% | +8.4% | -107.9% | -99.3% |
| 1Y | -99.8% | +18.4% | -118.2% | -99.7% |
| 3Y | -100.0% | +123.3% | -223.3% | -99.9% |
| 5Y | -100.0% | +38.8% | -138.8% | -100.0% |
| All | -100.0% | +40.7% | -140.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling