-87.2%
SOXS vs NLY
+0.3%
-87.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -0.4% | +39.6% | +38.8% |
| 7D | +94.9% | +2.1% | +92.8% | +97.8% |
| 30D | +174.1% | +2.3% | +171.8% | +174.8% |
| 3M | +82.4% | -13.7% | +96.1% | +45.2% |
| 6M | -27.7% | -9.6% | -18.1% | -37.5% |
| YTD | -86.6% | -6.5% | -80.2% | -87.5% |
| 1Y | -87.2% | -0.6% | -86.6% | -88.2% |
| All | -87.2% | +0.3% | -87.5% | -88.2% |
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