-99.9%
SOXS vs LITE
+547.2%
-647.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.5% | +15.6% | +6.1% |
| 7D | -28.4% | +10.8% | -39.2% | -15.1% |
| 30D | +19.4% | -33.4% | +52.9% | -2.8% |
| 3M | +28.2% | -32.2% | +60.4% | +18.9% |
| 6M | -37.7% | -42.1% | +4.4% | -31.2% |
| YTD | -91.6% | +61.9% | -153.5% | -63.6% |
| 1Y | -93.1% | +163.0% | -256.1% | -41.0% |
| 3Y | -99.7% | +1,358.0% | -1,457.7% | -17.2% |
| All | -99.9% | +547.2% | -647.1% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling