-100.0%
SOXS vs NET
+1,449.6%
-1,549.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.0% | -8.2% | -11.7% |
| 7D | -7.0% | -7.0% | 0.0% | -11.7% |
| 30D | +2.8% | -4.8% | +7.6% | +0.6% |
| 3M | -9.8% | +3.8% | -13.7% | -0.8% |
| 6M | -99.2% | +50.0% | -149.2% | -98.7% |
| YTD | -99.5% | +41.5% | -141.0% | -99.2% |
| 1Y | -99.8% | +32.8% | -132.6% | -99.6% |
| 3Y | -100.0% | +335.9% | -435.9% | -99.9% |
| 5Y | -100.0% | +113.8% | -213.8% | -100.0% |
| All | -100.0% | +1,449.6% | -1,549.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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