-100.0%
SOXS vs M
+120.4%
-220.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -7.2% |
| 7D | -15.6% | +2.4% | -18.0% | -13.7% |
| 30D | +4.8% | -11.6% | +16.4% | -6.3% |
| 3M | -21.6% | +1.6% | -23.3% | -18.5% |
| 6M | -99.3% | +25.2% | -124.6% | -98.5% |
| YTD | -99.5% | +3.8% | -103.3% | -99.0% |
| 1Y | -99.8% | +36.3% | -136.1% | -99.4% |
| 3Y | -100.0% | +116.3% | -216.3% | -99.9% |
| All | -100.0% | +120.4% | -220.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling