-100.0%
SOXS vs OMC
+233.2%
-333.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -6.9% |
| 7D | -16.6% | -4.2% | -12.3% | -22.2% |
| 30D | -4.4% | -7.5% | +3.1% | -15.8% |
| 3M | -26.2% | +4.6% | -30.9% | -27.5% |
| 6M | -99.3% | -4.8% | -94.4% | -99.5% |
| YTD | -99.5% | -1.0% | -98.5% | -99.7% |
| 1Y | -99.8% | +3.8% | -103.6% | -99.8% |
| 3Y | -100.0% | +10.2% | -110.2% | -100.0% |
| 5Y | -100.0% | +29.7% | -129.7% | -100.0% |
| 10Y | -100.0% | +32.3% | -132.3% | -100.0% |
| All | -100.0% | +233.2% | -333.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling