-100.0%
SOXS vs NDAQ
+368.2%
-468.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -6.5% |
| 7D | -4.7% | -5.6% | +0.8% | -13.7% |
| 30D | +7.7% | -4.4% | +12.1% | -0.7% |
| 3M | -10.2% | +5.9% | -16.0% | -8.9% |
| 6M | -99.2% | +7.7% | -106.9% | -99.2% |
| YTD | -99.5% | -5.2% | -94.4% | -99.6% |
| 1Y | -99.8% | -3.4% | -96.4% | -99.8% |
| 3Y | -100.0% | +85.6% | -185.6% | -99.9% |
| 5Y | -100.0% | +49.5% | -149.5% | -100.0% |
| All | -100.0% | +368.2% | -468.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling