-100.0%
SOXS vs KO
+184.8%
-284.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.0% |
| 7D | -4.7% | +0.2% | -5.0% | -4.5% |
| 30D | +7.7% | +1.8% | +5.9% | +9.0% |
| 3M | -10.2% | +7.7% | -17.8% | -7.5% |
| 6M | -99.2% | +15.3% | -114.5% | -99.4% |
| YTD | -99.5% | +28.0% | -127.5% | -99.6% |
| 1Y | -99.8% | +34.3% | -134.0% | -99.8% |
| 3Y | -100.0% | +63.8% | -163.8% | -100.0% |
| 5Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +184.8% | -284.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded KO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling