-100.0%
SOXS vs LNG
+228.1%
-328.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.5% |
| 7D | -4.7% | -4.7% | -0.1% | -7.2% |
| 30D | +7.7% | +3.8% | +3.9% | +9.5% |
| 3M | -10.2% | +16.2% | -26.3% | -3.9% |
| 6M | -99.2% | +11.7% | -110.9% | -99.4% |
| YTD | -99.5% | +44.2% | -143.7% | -99.6% |
| 1Y | -99.8% | +18.6% | -118.3% | -99.8% |
| 3Y | -100.0% | +77.4% | -177.4% | -100.0% |
| All | -100.0% | +228.1% | -328.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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