-100.0%
SOXS vs KO
+183.3%
-283.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.4% |
| 7D | -9.4% | -1.1% | -8.3% | -10.6% |
| 30D | +6.2% | +1.6% | +4.6% | +7.1% |
| 3M | -28.0% | +5.8% | -33.8% | -27.8% |
| 6M | -99.2% | +14.3% | -113.5% | -99.4% |
| YTD | -99.5% | +27.3% | -126.8% | -99.5% |
| 1Y | -99.7% | +33.2% | -132.9% | -99.8% |
| 3Y | -100.0% | +64.5% | -164.5% | -100.0% |
| 5Y | -100.0% | +83.1% | -183.1% | -100.0% |
| All | -100.0% | +183.3% | -283.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling