-99.8%
SOXS vs NLY
+20.9%
-120.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.1% | -10.3% |
| 7D | -7.0% | -1.0% | -6.0% | -8.2% |
| 30D | +2.8% | +0.6% | +2.2% | +4.0% |
| 3M | -9.8% | +10.8% | -20.7% | +7.3% |
| 6M | -99.2% | +6.2% | -105.4% | -98.8% |
| YTD | -99.5% | +9.0% | -108.5% | -99.3% |
| 1Y | -99.8% | +19.3% | -119.1% | -99.7% |
| All | -99.8% | +20.9% | -120.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling