-47.7%
SOXS vs KEY
+2.1%
-49.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.2% |
| 7D | -43.7% | +1.8% | -45.5% | -41.8% |
| 30D | +22.2% | +7.1% | +15.0% | +30.6% |
| 3M | +13.0% | -5.9% | +18.9% | +5.3% |
| 6M | -47.7% | +2.2% | -49.9% | -44.6% |
| All | -47.7% | +2.1% | -49.7% | -44.6% |
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