-91.6%
SOXS vs OXY
+45.4%
-137.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.1% | +13.9% | +13.0% |
| 7D | +46.7% | -8.8% | +55.5% | +56.9% |
| 30D | +97.0% | -1.7% | +98.6% | +97.8% |
| 3M | +39.5% | +4.5% | +35.0% | +31.7% |
| 6M | -54.9% | -4.0% | -50.9% | -53.9% |
| YTD | -90.4% | +41.4% | -131.8% | -90.8% |
| 1Y | -91.6% | +45.9% | -137.5% | -92.3% |
| All | -91.6% | +45.4% | -137.0% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling