-99.7%
SOXS vs LLY
+148.2%
-247.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +11.6% |
| 7D | -28.4% | +6.7% | -35.2% | -26.2% |
| 30D | +19.4% | +19.6% | -0.1% | +28.1% |
| 3M | +28.2% | +19.7% | +8.4% | +36.6% |
| 6M | -37.7% | +42.7% | -80.4% | -27.6% |
| YTD | -91.6% | +35.1% | -126.8% | -90.5% |
| 1Y | -93.1% | +42.2% | -135.3% | -91.8% |
| 3Y | -99.7% | +140.8% | -240.5% | -99.6% |
| All | -99.7% | +148.2% | -247.9% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling