-91.6%
SOXS vs LLY
+60.1%
-151.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.4% |
| 7D | +46.7% | +10.1% | +36.6% | +40.4% |
| 30D | +97.0% | +24.0% | +72.9% | +80.4% |
| 3M | +39.5% | +27.3% | +12.3% | +27.7% |
| 6M | -54.9% | +47.0% | -101.9% | -56.5% |
| YTD | -90.4% | +32.6% | -123.0% | -90.6% |
| 1Y | -91.6% | +57.3% | -149.0% | -91.2% |
| All | -91.6% | +60.1% | -151.7% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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