-100.0%
SOXS vs LQD
+80.8%
-180.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +6.2% |
| 7D | -9.4% | -1.1% | -8.3% | -11.3% |
| 30D | +6.2% | -1.1% | +7.3% | +3.8% |
| 3M | -28.0% | -2.3% | -25.7% | -30.6% |
| 6M | -99.2% | -2.9% | -96.3% | -99.1% |
| YTD | -99.5% | -2.3% | -97.2% | -99.4% |
| 1Y | -99.7% | -2.2% | -97.6% | -99.7% |
| 3Y | -100.0% | +14.0% | -114.0% | -100.0% |
| 5Y | -100.0% | -5.8% | -94.2% | -100.0% |
| 10Y | -100.0% | +22.2% | -122.2% | -100.0% |
| All | -100.0% | +80.8% | -180.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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