-100.0%
SOXS vs M
+22.2%
-122.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -5.7% |
| 7D | -16.6% | -4.1% | -12.5% | -19.6% |
| 30D | -4.4% | -13.6% | +9.3% | -16.5% |
| 3M | -26.2% | -2.3% | -24.0% | -26.2% |
| 6M | -99.3% | +21.9% | -121.2% | -98.4% |
| YTD | -99.5% | -0.6% | -98.9% | -99.1% |
| 1Y | -99.8% | +29.7% | -129.5% | -99.4% |
| 3Y | -100.0% | +107.3% | -207.3% | -99.9% |
| 5Y | -100.0% | +20.5% | -120.5% | -100.0% |
| All | -100.0% | +22.2% | -122.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling