-100.0%
SOXS vs KMX
+161.1%
-261.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.4% |
| 7D | -16.6% | -1.9% | -14.7% | -18.4% |
| 30D | -4.4% | +2.6% | -6.9% | -1.7% |
| 3M | -26.2% | +25.6% | -51.8% | -0.6% |
| 6M | -99.3% | +41.9% | -141.1% | -98.7% |
| YTD | -99.5% | +56.0% | -155.6% | -99.0% |
| 1Y | -99.8% | -1.8% | -98.0% | -99.7% |
| 3Y | -100.0% | -25.7% | -74.3% | -100.0% |
| 5Y | -100.0% | -54.7% | -45.2% | -100.0% |
| 10Y | -100.0% | +9.2% | -109.2% | -100.0% |
| All | -100.0% | +161.1% | -261.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling