-100.0%
SOXS vs OXY
+160.1%
-260.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.3% |
| 7D | -4.7% | +2.8% | -7.6% | -3.2% |
| 30D | +7.7% | +5.5% | +2.3% | +10.9% |
| 3M | -10.2% | +11.3% | -21.5% | -6.1% |
| 6M | -99.2% | +11.6% | -110.8% | -99.4% |
| YTD | -99.5% | +51.6% | -151.1% | -99.5% |
| 1Y | -99.8% | +36.2% | -136.0% | -99.8% |
| 3Y | -100.0% | +1.7% | -101.7% | -100.0% |
| All | -100.0% | +160.1% | -260.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling