-100.0%
SOXS vs LITE
+4,637.9%
-4,737.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.0% | -14.2% | -6.2% |
| 7D | -7.0% | -1.5% | -5.4% | -7.7% |
| 30D | +2.8% | +6.7% | -3.9% | +16.4% |
| 3M | -9.8% | -6.8% | -3.1% | +19.0% |
| 6M | -99.2% | +29.4% | -128.6% | -99.4% |
| YTD | -99.5% | +139.1% | -238.6% | -99.3% |
| 1Y | -99.8% | +521.0% | -620.8% | -98.9% |
| 3Y | -100.0% | +1,535.3% | -1,635.3% | -99.3% |
| 5Y | -100.0% | +889.8% | -989.8% | -99.9% |
| 10Y | -100.0% | +2,400.7% | -2,500.7% | -100.0% |
| All | -100.0% | +4,637.9% | -4,737.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling