-91.6%
SOXS vs PATH
-10.3%
-81.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +8.4% |
| 7D | +46.7% | -4.8% | +51.4% | +47.5% |
| 30D | +97.0% | +2.7% | +94.3% | +95.7% |
| 3M | +39.5% | -4.2% | +43.7% | +40.3% |
| 6M | -54.9% | +24.7% | -79.7% | -56.5% |
| YTD | -90.4% | -17.6% | -72.8% | -91.4% |
| 1Y | -91.6% | -5.3% | -86.3% | -91.6% |
| All | -91.6% | -10.3% | -81.4% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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