-100.0%
SOXS vs ONTO
+695.7%
-795.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.8% | +2.9% |
| 7D | -15.6% | +9.7% | -25.2% | -1.1% |
| 30D | +4.8% | -8.8% | +13.6% | -3.6% |
| 3M | -21.6% | +4.5% | -26.1% | +37.9% |
| 6M | -99.3% | +56.4% | -155.8% | -93.9% |
| YTD | -99.5% | +78.1% | -177.6% | -93.9% |
| 1Y | -99.8% | +171.3% | -271.0% | -93.5% |
| 3Y | -100.0% | +118.7% | -218.6% | -98.8% |
| 5Y | -100.0% | +269.4% | -369.4% | -98.1% |
| All | -100.0% | +695.7% | -795.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling