-100.0%
SOXS vs OMC
+10.5%
-110.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.9% |
| 7D | -4.7% | -4.4% | -0.4% | -7.3% |
| 30D | +7.7% | -7.6% | +15.3% | +2.4% |
| 3M | -10.2% | +4.5% | -14.7% | -10.1% |
| 6M | -99.2% | -0.3% | -98.9% | -99.3% |
| YTD | -99.5% | -0.1% | -99.4% | -99.6% |
| 1Y | -99.8% | +4.6% | -104.4% | -99.8% |
| 3Y | -100.0% | +10.5% | -110.4% | -100.0% |
| All | -100.0% | +10.5% | -110.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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