-43.4%
SOXS vs KEY
+0.8%
-44.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.5% | -18.6% | -17.5% |
| 7D | -22.3% | -0.5% | -21.8% | -20.8% |
| 30D | +21.9% | +6.7% | +15.1% | +30.2% |
| 3M | +4.2% | -4.6% | +8.8% | -1.1% |
| 6M | -43.4% | +2.6% | -46.0% | -39.7% |
| All | -43.4% | +0.8% | -44.2% | -39.7% |
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