-100.0%
SOXS vs OKE
+72.4%
-172.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.1% |
| 7D | -4.7% | +1.2% | -6.0% | -4.1% |
| 30D | +7.7% | +4.5% | +3.2% | +10.1% |
| 3M | -10.2% | +9.6% | -19.8% | -7.7% |
| 6M | -99.2% | +15.4% | -114.6% | -99.6% |
| YTD | -99.5% | +36.5% | -136.0% | -99.7% |
| 1Y | -99.8% | +39.0% | -138.7% | -99.8% |
| 3Y | -100.0% | +74.3% | -174.3% | -100.0% |
| All | -100.0% | +72.4% | -172.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling