-100.0%
SOXS vs LLY
+364.5%
-464.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -16.6% | -3.1% | -13.5% | -18.0% |
| 30D | -4.4% | -8.6% | +4.3% | -9.1% |
| 3M | -26.2% | -1.6% | -24.6% | -28.4% |
| 6M | -99.3% | +11.8% | -111.1% | -99.2% |
| YTD | -99.5% | +5.1% | -104.6% | -99.5% |
| 1Y | -99.8% | +50.7% | -150.5% | -99.7% |
| 3Y | -100.0% | +95.7% | -195.7% | -100.0% |
| 5Y | -100.0% | +390.2% | -490.2% | -100.0% |
| All | -100.0% | +364.5% | -464.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling