-100.0%
SOXS vs M
+94.0%
-194.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.6% | -12.8% | -8.4% |
| 7D | -7.0% | +4.7% | -11.7% | -3.7% |
| 30D | +2.8% | -9.6% | +12.4% | -4.2% |
| 3M | -9.8% | +0.9% | -10.7% | -6.7% |
| 6M | -99.2% | +22.3% | -121.5% | -98.4% |
| YTD | -99.5% | +6.5% | -106.0% | -99.1% |
| 1Y | -99.8% | +38.8% | -138.5% | -99.5% |
| 3Y | -100.0% | +115.9% | -215.9% | -99.9% |
| 5Y | -100.0% | +28.6% | -128.6% | -100.0% |
| 10Y | -100.0% | -2.5% | -97.5% | -100.0% |
| All | -100.0% | +94.0% | -194.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling