-100.0%
SOXS vs ON
+655.4%
-755.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.5% | -14.1% | +8.0% |
| 7D | -4.7% | +2.4% | -7.1% | -1.1% |
| 30D | +7.7% | -8.6% | +16.4% | -4.4% |
| 3M | -10.2% | -34.3% | +24.2% | -37.3% |
| 6M | -99.2% | +28.5% | -127.7% | -93.3% |
| YTD | -99.5% | +40.6% | -140.1% | -94.9% |
| 1Y | -99.8% | +55.3% | -155.1% | -96.6% |
| 3Y | -100.0% | -22.2% | -77.8% | -99.8% |
| 5Y | -100.0% | +62.4% | -162.4% | -99.5% |
| All | -100.0% | +655.4% | -755.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling