-100.0%
SOXS vs NET
+1,381.0%
-1,481.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.3% | +6.8% |
| 7D | +46.7% | -16.4% | +63.0% | +31.5% |
| 30D | +97.0% | -25.8% | +122.8% | +64.8% |
| 3M | +39.5% | -11.5% | +51.1% | +36.3% |
| 6M | -54.9% | +18.9% | -73.9% | -42.6% |
| YTD | -90.4% | +35.2% | -125.6% | -85.8% |
| 1Y | -91.6% | +14.5% | -106.1% | -88.9% |
| 3Y | -99.7% | +313.8% | -413.5% | -98.1% |
| 5Y | -99.9% | +32.6% | -132.5% | -99.5% |
| All | -100.0% | +1,381.0% | -1,481.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling