-100.0%
SOXS vs LLY
+4,707.0%
-4,807.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -6.9% |
| 7D | -15.6% | -3.1% | -12.5% | -18.1% |
| 30D | +4.8% | -5.1% | +9.8% | -1.2% |
| 3M | -21.6% | -2.1% | -19.6% | -26.5% |
| 6M | -99.3% | +13.8% | -113.2% | -99.3% |
| YTD | -99.5% | +5.1% | -104.6% | -99.5% |
| 1Y | -99.8% | +53.1% | -152.9% | -99.7% |
| 3Y | -100.0% | +95.6% | -195.6% | -100.0% |
| 5Y | -100.0% | +361.5% | -461.5% | -100.0% |
| 10Y | -100.0% | +1,545.2% | -1,645.2% | -100.0% |
| All | -100.0% | +4,707.0% | -4,807.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling