-100.0%
SOXS vs P
+274.2%
-374.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -6.8% |
| 7D | -16.6% | +5.0% | -21.6% | -11.3% |
| 30D | -4.4% | -0.9% | -3.4% | -4.1% |
| 3M | -26.2% | +38.7% | -64.9% | +36.6% |
| 6M | -99.3% | +54.4% | -153.6% | -97.8% |
| YTD | -99.5% | +44.8% | -144.4% | -98.6% |
| 1Y | -99.8% | +22.5% | -122.3% | -99.4% |
| 3Y | -100.0% | +148.2% | -248.2% | -99.7% |
| 5Y | -100.0% | +268.9% | -368.9% | -99.8% |
| All | -100.0% | +274.2% | -374.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling