-100.0%
SOXS vs LITE
+1,381.7%
-1,481.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +5.7% | -18.3% | -6.5% |
| 7D | +36.2% | -35.9% | +72.2% | -6.2% |
| 30D | +131.5% | -51.5% | +183.0% | +30.6% |
| 3M | +60.5% | -35.7% | +96.2% | +35.6% |
| 6M | -25.9% | -43.0% | +17.0% | -22.2% |
| YTD | -88.3% | +46.1% | -134.4% | -58.2% |
| 1Y | -89.6% | +124.7% | -214.3% | -33.4% |
| 3Y | -99.6% | +1,172.1% | -1,271.7% | -48.8% |
| 5Y | -99.9% | +477.0% | -576.9% | -90.2% |
| All | -100.0% | +1,381.7% | -1,481.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling