-100.0%
SOXS vs ON
+766.8%
-866.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.4% | -11.8% |
| 7D | -15.6% | -2.2% | -13.4% | -18.7% |
| 30D | +4.8% | -12.4% | +17.2% | -12.8% |
| 3M | -21.6% | -41.2% | +19.6% | -52.2% |
| 6M | -99.3% | +25.0% | -124.3% | -94.7% |
| YTD | -99.5% | +31.3% | -130.8% | -95.6% |
| 1Y | -99.8% | +45.4% | -145.2% | -97.3% |
| 3Y | -100.0% | -27.4% | -72.6% | -99.8% |
| 5Y | -100.0% | +58.5% | -158.5% | -99.6% |
| 10Y | -100.0% | +561.8% | -661.8% | -100.0% |
| All | -100.0% | +766.8% | -866.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling