-99.2%
SOXS vs KEY
+9.7%
-108.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.6% |
| 7D | -7.0% | +2.2% | -9.2% | -2.6% |
| 30D | +2.8% | -3.0% | +5.8% | -3.8% |
| 3M | -9.8% | +3.3% | -13.2% | +2.6% |
| 6M | -99.2% | +9.2% | -108.4% | -98.1% |
| All | -99.2% | +9.7% | -108.9% | -98.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling