-91.6%
SOXS vs LITE
+233.7%
-325.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.9% | +16.6% | +2.0% |
| 7D | +46.7% | -31.4% | +78.1% | +10.8% |
| 30D | +97.0% | -42.6% | +139.5% | +37.8% |
| 3M | +39.5% | -26.2% | +65.8% | +31.0% |
| 6M | -54.9% | -35.8% | -19.1% | -49.1% |
| YTD | -90.4% | +70.0% | -160.4% | -78.4% |
| 1Y | -91.6% | +232.7% | -324.4% | -68.9% |
| All | -91.6% | +233.7% | -325.4% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 1y: compounded portfolio wealth divided by compounded LITE 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…
1y analysis · Full analysis span regression · 6 months rolling