-100.0%
SOXS vs NDAQ
+85.5%
-185.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.4% | +5.9% |
| 7D | -9.4% | -6.8% | -2.6% | -15.3% |
| 30D | +6.2% | -3.2% | +9.3% | +3.0% |
| 3M | -28.0% | +6.5% | -34.5% | -27.0% |
| 6M | -99.2% | +5.7% | -104.9% | -99.2% |
| YTD | -99.5% | -4.6% | -94.9% | -99.6% |
| 1Y | -99.7% | -1.6% | -98.2% | -99.8% |
| All | -100.0% | +85.5% | -185.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling