-100.0%
SOXS vs O
+369.0%
-469.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -3.6% |
| 7D | -16.6% | -2.3% | -14.3% | -18.9% |
| 30D | -4.4% | -2.4% | -1.9% | -7.3% |
| 3M | -26.2% | -0.6% | -25.6% | -29.9% |
| 6M | -99.3% | -5.0% | -94.3% | -99.2% |
| YTD | -99.5% | +10.4% | -109.9% | -99.4% |
| 1Y | -99.8% | +6.6% | -106.3% | -99.7% |
| 3Y | -100.0% | +28.4% | -128.4% | -100.0% |
| 5Y | -100.0% | +15.3% | -115.3% | -100.0% |
| 10Y | -100.0% | +55.3% | -155.3% | -100.0% |
| All | -100.0% | +369.0% | -469.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling