-100.0%
SOXS vs LNG
+8,688.7%
-8,788.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -16.6% | -6.7% | -9.8% | -19.5% |
| 30D | -4.4% | +3.9% | -8.2% | -2.8% |
| 3M | -26.2% | +15.5% | -41.7% | -21.9% |
| 6M | -99.3% | +10.5% | -109.8% | -99.4% |
| YTD | -99.5% | +43.0% | -142.5% | -99.6% |
| 1Y | -99.8% | +18.9% | -118.7% | -99.8% |
| 3Y | -100.0% | +74.7% | -174.6% | -100.0% |
| 5Y | -100.0% | +231.2% | -331.2% | -100.0% |
| 10Y | -100.0% | +544.5% | -644.5% | -100.0% |
| All | -100.0% | +8,688.7% | -8,788.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling