-100.0%
SOXS vs ON
+51.2%
-151.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +6.2% |
| 7D | -9.4% | -4.7% | -4.7% | -16.7% |
| 30D | +6.2% | -13.5% | +19.6% | -14.8% |
| 3M | -28.0% | -36.3% | +8.3% | -52.6% |
| 6M | -99.2% | +17.8% | -116.9% | -93.7% |
| YTD | -99.5% | +29.6% | -129.1% | -95.1% |
| 1Y | -99.7% | +45.8% | -145.5% | -96.6% |
| 3Y | -100.0% | -28.3% | -71.6% | -99.8% |
| 5Y | -100.0% | +49.6% | -149.6% | -99.5% |
| All | -100.0% | +51.2% | -151.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling