+39.5%
SOXS vs NET
-4.8%
+44.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.3% | +6.8% |
| 7D | +46.7% | -16.4% | +63.0% | +32.8% |
| 30D | +97.0% | -25.8% | +122.8% | +73.2% |
| 3M | +39.5% | -11.5% | +51.1% | +31.2% |
| All | +39.5% | -4.8% | +44.3% | +31.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling