-100.0%
SOXS vs KEY
+383.3%
-483.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.5% | -18.6% | -17.6% |
| 7D | -22.3% | -0.5% | -21.8% | -21.3% |
| 30D | +21.9% | +6.7% | +15.1% | +33.9% |
| 3M | +4.2% | -4.6% | +8.8% | +0.2% |
| 6M | -43.4% | +2.6% | -46.0% | -39.3% |
| YTD | -92.5% | +7.0% | -99.5% | -91.1% |
| 1Y | -93.5% | +23.5% | -116.9% | -90.7% |
| 3Y | -99.7% | +126.4% | -226.1% | -98.8% |
| 5Y | -99.9% | +13.0% | -113.0% | -99.8% |
| 10Y | -100.0% | +99.5% | -199.5% | -100.0% |
| All | -100.0% | +383.3% | -483.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling