-100.0%
SOXS vs KMX
-25.1%
-74.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -4.5% |
| 7D | -4.7% | -3.1% | -1.6% | -7.2% |
| 30D | +7.7% | +4.4% | +3.3% | +11.6% |
| 3M | -10.2% | +18.9% | -29.1% | +6.7% |
| 6M | -99.2% | +44.3% | -143.5% | -98.7% |
| YTD | -99.5% | +58.7% | -158.2% | -99.1% |
| 1Y | -99.8% | +0.1% | -99.9% | -99.7% |
| 3Y | -100.0% | -24.4% | -75.6% | -100.0% |
| All | -100.0% | -25.1% | -74.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling