-87.2%
SOXS vs OKE
+40.8%
-127.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -2.7% | +41.9% | +42.2% |
| 7D | +94.9% | -9.0% | +103.8% | +115.6% |
| 30D | +174.1% | -2.3% | +176.4% | +175.4% |
| 3M | +82.4% | 0.0% | +82.5% | +75.6% |
| 6M | -27.7% | -2.0% | -25.8% | -24.6% |
| YTD | -86.6% | +23.2% | -109.8% | -88.2% |
| 1Y | -87.2% | +36.6% | -123.8% | -89.8% |
| All | -87.2% | +40.8% | -127.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling