-100.0%
SOXS vs LEN
+480.1%
-580.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -9.1% |
| 7D | -15.6% | -2.9% | -12.7% | -18.6% |
| 30D | +4.8% | -8.9% | +13.6% | -6.1% |
| 3M | -21.6% | -10.9% | -10.7% | -30.0% |
| 6M | -99.3% | -19.7% | -79.7% | -99.4% |
| YTD | -99.5% | -20.6% | -78.9% | -99.6% |
| 1Y | -99.8% | -42.4% | -57.4% | -99.9% |
| 3Y | -100.0% | -26.5% | -73.4% | -100.0% |
| 5Y | -100.0% | -10.9% | -89.1% | -100.0% |
| 10Y | -100.0% | +100.6% | -200.6% | -100.0% |
| All | -100.0% | +480.1% | -580.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling