-100.0%
SOXS vs LITE
+1,559.3%
-1,659.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.0% | -14.2% | -6.4% |
| 7D | -7.0% | -1.5% | -5.4% | -7.6% |
| 30D | +2.8% | +6.7% | -3.9% | +16.0% |
| 3M | -9.8% | -6.8% | -3.1% | +18.8% |
| 6M | -99.2% | +29.4% | -128.6% | -99.3% |
| YTD | -99.5% | +139.1% | -238.6% | -99.2% |
| 1Y | -99.8% | +521.0% | -620.8% | -98.7% |
| All | -100.0% | +1,559.3% | -1,659.3% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling