-100.0%
SOXS vs NOW
+2,052.6%
-2,152.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.6% | +9.5% | +12.6% |
| 7D | -28.4% | +0.3% | -28.7% | -27.7% |
| 30D | +19.4% | -27.0% | +46.4% | -6.4% |
| 3M | +28.2% | -19.6% | +47.8% | +7.8% |
| 6M | -37.7% | +17.5% | -55.2% | -30.0% |
| YTD | -91.6% | -33.3% | -58.4% | -95.5% |
| 1Y | -93.1% | -39.8% | -53.2% | -96.7% |
| 3Y | -99.7% | -19.9% | -79.8% | -99.7% |
| 5Y | -99.9% | -26.1% | -73.9% | -99.8% |
| 10Y | -100.0% | +518.7% | -618.7% | -100.0% |
| All | -100.0% | +2,052.6% | -2,152.6% | -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