-100.0%
SOXS vs PATH
-80.2%
-19.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.2% | -22.1% | -22.4% |
| 7D | -5.1% | -2.7% | -2.4% | -6.3% |
| 30D | +60.4% | -3.7% | +64.1% | +58.7% |
| 3M | +32.7% | -13.8% | +46.5% | +21.3% |
| 6M | -36.2% | +20.3% | -56.5% | -27.5% |
| YTD | -90.9% | -20.8% | -70.1% | -92.6% |
| 1Y | -92.2% | -9.2% | -82.9% | -92.7% |
| 3Y | -99.7% | -21.8% | -78.0% | -99.6% |
| 5Y | -99.9% | -77.4% | -22.5% | -99.9% |
| All | -100.0% | -80.2% | -19.8% | -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