-93.1%
SOXS vs LLY
+44.0%
-137.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +10.6% |
| 7D | -28.4% | +6.7% | -35.2% | -30.4% |
| 30D | +19.4% | +19.6% | -0.1% | +9.5% |
| 3M | +28.2% | +19.7% | +8.4% | +17.2% |
| 6M | -37.7% | +42.7% | -80.4% | -41.9% |
| YTD | -91.6% | +35.1% | -126.8% | -91.9% |
| 1Y | -93.1% | +42.2% | -135.3% | -93.4% |
| All | -93.1% | +44.0% | -137.1% | -93.4% |
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