-100.0%
SOXS vs OWL
+0.9%
-100.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -4.0% |
| 7D | -4.7% | -10.1% | +5.4% | -16.5% |
| 30D | +7.7% | -11.9% | +19.7% | -7.9% |
| 3M | -10.2% | +10.7% | -20.9% | +7.3% |
| 6M | -99.2% | +22.1% | -121.3% | -98.8% |
| YTD | -99.5% | -24.8% | -74.7% | -99.6% |
| 1Y | -99.8% | -39.2% | -60.6% | -99.9% |
| 3Y | -100.0% | +1.7% | -101.7% | -100.0% |
| All | -100.0% | +0.9% | -100.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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