-100.0%
SOXS vs M
+106.6%
-206.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | -0.6% |
| 7D | -43.7% | +0.6% | -44.3% | -42.9% |
| 30D | +22.2% | +7.0% | +15.2% | +29.9% |
| 3M | +13.0% | +3.1% | +9.8% | +17.9% |
| 6M | -47.7% | +33.5% | -81.2% | -32.1% |
| YTD | -92.5% | +13.4% | -105.9% | -90.8% |
| 1Y | -93.1% | +22.4% | -115.6% | -91.1% |
| 3Y | -99.7% | +150.9% | -250.6% | -99.1% |
| 5Y | -99.9% | -3.0% | -96.9% | -99.8% |
| 10Y | -100.0% | -9.1% | -90.9% | -100.0% |
| All | -100.0% | +106.6% | -206.6% | -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