-100.0%
SOXS vs LTH
+150.3%
-250.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +7.5% |
| 7D | -9.4% | -3.7% | -5.7% | -12.6% |
| 30D | +6.2% | -5.3% | +11.5% | +0.9% |
| 3M | -28.0% | +24.2% | -52.2% | -11.2% |
| 6M | -99.2% | +54.8% | -154.0% | -97.9% |
| YTD | -99.5% | +56.1% | -155.5% | -98.7% |
| 1Y | -99.7% | +45.5% | -145.3% | -99.4% |
| 3Y | -100.0% | +155.9% | -255.9% | -99.9% |
| All | -100.0% | +150.3% | -250.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling