-100.0%
SOXS vs NOW
+2,019.2%
-2,119.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | -1.1% |
| 7D | -43.7% | -1.7% | -42.0% | -44.1% |
| 30D | +22.2% | -27.4% | +49.6% | -4.7% |
| 3M | +13.0% | -19.4% | +32.4% | -4.5% |
| 6M | -47.7% | +13.1% | -60.8% | -43.5% |
| YTD | -92.5% | -34.3% | -58.2% | -96.0% |
| 1Y | -93.1% | -41.8% | -51.4% | -96.8% |
| 3Y | -99.7% | -20.7% | -79.0% | -99.7% |
| 5Y | -99.9% | -27.2% | -72.7% | -99.9% |
| 10Y | -100.0% | +509.1% | -609.1% | -100.0% |
| All | -100.0% | +2,019.2% | -2,119.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOW.
Daily Out/Under-Performance
Portfolio return minus NOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOW 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 NOW 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