-100.0%
SOXS vs O
+14.0%
-114.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +7.4% |
| 7D | -9.4% | -3.5% | -5.9% | -11.9% |
| 30D | +6.2% | -3.3% | +9.5% | +3.3% |
| 3M | -28.0% | -2.8% | -25.2% | -31.6% |
| 6M | -99.2% | -5.8% | -93.4% | -99.2% |
| YTD | -99.5% | +9.4% | -108.9% | -99.4% |
| 1Y | -99.7% | +5.7% | -105.4% | -99.7% |
| 3Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 5Y | -100.0% | +17.2% | -117.2% | -100.0% |
| All | -100.0% | +14.0% | -114.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling