-100.0%
SOXS vs NLY
+137.1%
-237.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.1% |
| 7D | -4.7% | -4.0% | -0.8% | -9.3% |
| 30D | +7.7% | -5.2% | +13.0% | +0.9% |
| 3M | -10.2% | +2.8% | -13.0% | -6.7% |
| 6M | -99.2% | +4.2% | -103.4% | -99.0% |
| YTD | -99.5% | +4.7% | -104.2% | -99.4% |
| 1Y | -99.8% | +12.7% | -112.5% | -99.7% |
| 3Y | -100.0% | +62.5% | -162.5% | -100.0% |
| 5Y | -100.0% | +26.3% | -126.3% | -100.0% |
| 10Y | -100.0% | +81.0% | -181.0% | -100.0% |
| All | -100.0% | +137.1% | -237.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling