-87.2%
SOXS vs LYB
+47.1%
-134.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -2.1% | +41.3% | +40.2% |
| 7D | +94.9% | -5.7% | +100.6% | +100.1% |
| 30D | +174.1% | +4.6% | +169.5% | +168.3% |
| 3M | +82.4% | +5.5% | +76.9% | +78.3% |
| 6M | -27.7% | -19.1% | -8.6% | -22.6% |
| YTD | -86.6% | +47.1% | -133.7% | -83.8% |
| 1Y | -87.2% | +49.0% | -136.2% | -84.5% |
| All | -87.2% | +47.1% | -134.3% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling