-100.0%
SOXS vs LEN
-28.8%
-71.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.5% | +11.6% | +5.0% |
| 7D | -9.4% | -7.8% | -1.7% | -15.7% |
| 30D | +6.2% | -11.0% | +17.2% | -4.7% |
| 3M | -28.0% | -12.8% | -15.2% | -35.2% |
| 6M | -99.2% | -20.2% | -79.0% | -99.2% |
| YTD | -99.5% | -23.0% | -76.5% | -99.5% |
| 1Y | -99.7% | -41.8% | -57.9% | -99.8% |
| All | -100.0% | -28.8% | -71.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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