-100.0%
SOXS vs NKE
-75.0%
-25.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.0% |
| 7D | -4.7% | -4.2% | -0.6% | -9.1% |
| 30D | +7.7% | -8.2% | +15.9% | -3.4% |
| 3M | -10.2% | -19.1% | +8.9% | -34.2% |
| 6M | -99.2% | -32.6% | -66.6% | -99.5% |
| YTD | -99.5% | -40.7% | -58.8% | -99.7% |
| 1Y | -99.8% | -48.9% | -50.9% | -99.9% |
| 3Y | -100.0% | -59.2% | -40.7% | -100.0% |
| All | -100.0% | -75.0% | -25.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 5y: compounded portfolio wealth divided by compounded NKE 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…
5y analysis · Full analysis span regression · 6 months rolling