-99.8%
SOXS vs M
+34.0%
-133.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | +2.8% |
| 7D | -4.7% | -4.2% | -0.5% | -8.7% |
| 30D | +7.7% | -7.2% | +14.9% | -0.3% |
| 3M | -10.2% | -11.1% | +1.0% | -21.2% |
| 6M | -99.2% | +28.8% | -128.0% | -97.7% |
| YTD | -99.5% | +2.0% | -101.6% | -98.8% |
| 1Y | -99.8% | +31.3% | -131.0% | -99.1% |
| All | -99.8% | +34.0% | -133.8% | -99.1% |
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