-100.0%
SOXS vs ONTO
+106.2%
-206.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.4% | +11.5% | +3.1% |
| 7D | -9.4% | +6.5% | -15.9% | +0.8% |
| 30D | +6.2% | -15.9% | +22.1% | -12.5% |
| 3M | -28.0% | -0.2% | -27.9% | +15.5% |
| 6M | -99.2% | +38.7% | -137.9% | -94.6% |
| YTD | -99.5% | +70.4% | -169.8% | -95.1% |
| 1Y | -99.7% | +153.6% | -253.4% | -95.1% |
| All | -100.0% | +106.2% | -206.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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