-100.0%
SOXS vs ON
-29.2%
-70.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +6.3% |
| 7D | -9.4% | -4.7% | -4.7% | -16.3% |
| 30D | +6.2% | -13.5% | +19.6% | -13.7% |
| 3M | -28.0% | -36.3% | +8.3% | -50.7% |
| 6M | -99.2% | +17.8% | -116.9% | -94.4% |
| YTD | -99.5% | +29.6% | -129.1% | -95.7% |
| 1Y | -99.7% | +45.8% | -145.5% | -97.1% |
| All | -100.0% | -29.2% | -70.7% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling