-100.0%
SOXS vs OPEN
-70.7%
-29.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.6% | -10.8% | -10.0% |
| 7D | -7.0% | -4.3% | -2.7% | -8.2% |
| 30D | +2.8% | -16.2% | +19.0% | -2.7% |
| 3M | -9.8% | -36.4% | +26.5% | -19.0% |
| 6M | -99.2% | -35.5% | -63.7% | -99.3% |
| YTD | -99.5% | -46.0% | -53.5% | -99.6% |
| 1Y | -99.8% | -47.1% | -52.6% | -99.8% |
| 3Y | -100.0% | -19.0% | -81.0% | -100.0% |
| 5Y | -100.0% | -83.6% | -16.4% | -100.0% |
| All | -100.0% | -70.7% | -29.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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