-100.0%
SOXS vs KO
+435.3%
-535.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -3.1% |
| 7D | -16.6% | -0.8% | -15.8% | -17.6% |
| 30D | -4.4% | +0.8% | -5.1% | -4.3% |
| 3M | -26.2% | +8.3% | -34.6% | -23.5% |
| 6M | -99.3% | +14.0% | -113.3% | -99.5% |
| YTD | -99.5% | +26.9% | -126.4% | -99.6% |
| 1Y | -99.8% | +32.7% | -132.4% | -99.8% |
| 3Y | -100.0% | +63.9% | -163.9% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| 10Y | -100.0% | +183.0% | -283.0% | -100.0% |
| All | -100.0% | +435.3% | -535.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling