-91.6%
SOXS vs ON
+41.6%
-133.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.6% | +5.7% |
| 7D | +46.7% | -5.8% | +52.5% | +36.5% |
| 30D | +97.0% | -17.1% | +114.1% | +56.4% |
| 3M | +39.5% | -11.8% | +51.4% | +30.1% |
| 6M | -54.9% | -30.2% | -24.8% | -54.4% |
| YTD | -90.4% | +31.6% | -121.9% | -68.3% |
| 1Y | -91.6% | +47.6% | -139.2% | -65.3% |
| All | -91.6% | +41.6% | -133.3% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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