-100.0%
SOXS vs NKE
+166.9%
-266.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.0% | +5.4% |
| 7D | -9.4% | -5.5% | -3.9% | -16.3% |
| 30D | +6.2% | -10.4% | +16.6% | -10.5% |
| 3M | -28.0% | -15.8% | -12.2% | -46.5% |
| 6M | -99.2% | -33.4% | -65.8% | -99.5% |
| YTD | -99.5% | -41.0% | -58.5% | -99.7% |
| 1Y | -99.7% | -49.1% | -50.7% | -99.9% |
| 3Y | -100.0% | -59.8% | -40.2% | -100.0% |
| 5Y | -100.0% | -75.5% | -24.5% | -100.0% |
| 10Y | -100.0% | -23.5% | -76.5% | -100.0% |
| All | -100.0% | +166.9% | -266.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling