-100.0%
SOXS vs KEYS
+1,113.8%
-1,213.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.0% | -9.6% | +2.7% |
| 7D | -4.7% | +3.5% | -8.2% | +2.9% |
| 30D | +7.7% | -4.5% | +12.2% | +1.7% |
| 3M | -10.2% | -0.4% | -9.7% | +19.1% |
| 6M | -99.2% | +19.1% | -118.3% | -96.6% |
| YTD | -99.5% | +66.7% | -166.2% | -95.7% |
| 1Y | -99.8% | +96.5% | -196.2% | -96.7% |
| 3Y | -100.0% | +155.2% | -255.1% | -99.1% |
| 5Y | -100.0% | +88.0% | -188.0% | -99.8% |
| 10Y | -100.0% | +1,046.8% | -1,146.8% | -100.0% |
| All | -100.0% | +1,113.8% | -1,213.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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