-93.1%
SOXS vs M
+24.3%
-117.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.5% | +9.5% | +12.2% |
| 7D | -28.4% | +7.0% | -35.4% | -23.6% |
| 30D | +19.4% | +8.9% | +10.5% | +28.1% |
| 3M | +28.2% | +4.5% | +23.7% | +33.9% |
| 6M | -37.7% | +36.2% | -73.9% | -13.9% |
| YTD | -91.6% | +15.1% | -106.8% | -88.6% |
| 1Y | -93.1% | +27.4% | -120.5% | -90.2% |
| All | -93.1% | +24.3% | -117.4% | -90.2% |
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