-100.0%
SOXS vs PATH
-80.4%
-19.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | -0.4% |
| 7D | +3.2% | -2.3% | +5.5% | +2.2% |
| 30D | +61.0% | -4.8% | +65.8% | +58.1% |
| 3M | +24.0% | -17.7% | +41.7% | +10.0% |
| 6M | -35.9% | +18.9% | -54.8% | -27.7% |
| YTD | -90.9% | -21.7% | -69.2% | -92.6% |
| 1Y | -91.5% | -9.6% | -81.8% | -92.1% |
| 3Y | -99.7% | -25.8% | -73.8% | -99.6% |
| 5Y | -99.9% | -77.1% | -22.8% | -99.9% |
| All | -100.0% | -80.4% | -19.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling