-100.0%
SOXS vs P
+718.8%
-818.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.3% | -9.9% | -0.6% |
| 7D | -4.7% | -1.3% | -3.4% | -5.7% |
| 30D | +7.7% | -11.9% | +19.6% | -5.5% |
| 3M | -10.2% | +41.6% | -51.7% | +62.4% |
| 6M | -99.2% | +58.1% | -157.3% | -97.7% |
| YTD | -99.5% | +46.5% | -146.0% | -98.6% |
| 1Y | -99.8% | +19.1% | -118.8% | -99.4% |
| 3Y | -100.0% | +150.6% | -250.6% | -99.8% |
| 5Y | -100.0% | +271.8% | -371.8% | -99.9% |
| All | -100.0% | +718.8% | -818.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling