-91.6%
SOXS vs M
+36.6%
-128.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.6% | +1.1% | +13.7% |
| 7D | +46.7% | +8.3% | +38.4% | +53.9% |
| 30D | +97.0% | +14.2% | +82.8% | +113.9% |
| 3M | +39.5% | -1.1% | +40.6% | +35.0% |
| 6M | -54.9% | +36.6% | -91.5% | -37.7% |
| YTD | -90.4% | +19.8% | -110.2% | -86.8% |
| 1Y | -91.6% | +37.2% | -128.8% | -86.8% |
| All | -91.6% | +36.6% | -128.2% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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