-100.0%
SOXS vs O
+54.0%
-154.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.7% |
| 7D | -4.7% | -2.9% | -1.9% | -7.6% |
| 30D | +7.7% | -4.5% | +12.3% | +2.4% |
| 3M | -10.2% | -2.6% | -7.5% | -15.8% |
| 6M | -99.2% | -5.6% | -93.6% | -99.2% |
| YTD | -99.5% | +9.3% | -108.8% | -99.4% |
| 1Y | -99.8% | +4.3% | -104.1% | -99.7% |
| 3Y | -100.0% | +27.4% | -127.4% | -100.0% |
| 5Y | -100.0% | +17.1% | -117.0% | -100.0% |
| All | -100.0% | +54.0% | -154.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling