-100.0%
SOXS vs LTH
+160.9%
-260.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.9% |
| 7D | -7.0% | -0.6% | -6.3% | -7.5% |
| 30D | +2.8% | -4.6% | +7.4% | -1.2% |
| 3M | -9.8% | +32.8% | -42.7% | +19.0% |
| 6M | -99.2% | +64.6% | -163.8% | -97.8% |
| YTD | -99.5% | +62.6% | -162.1% | -98.6% |
| 1Y | -99.8% | +49.9% | -149.7% | -99.4% |
| 3Y | -100.0% | +151.3% | -251.3% | -99.9% |
| All | -100.0% | +160.9% | -260.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling