-93.1%
SOXS vs PATH
-7.3%
-85.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +11.0% |
| 7D | -28.4% | +2.1% | -30.5% | -28.6% |
| 30D | +19.4% | +1.6% | +17.8% | +18.6% |
| 3M | +28.2% | -20.4% | +48.6% | +31.7% |
| 6M | -37.7% | +40.1% | -77.8% | -40.1% |
| YTD | -91.6% | -19.0% | -72.6% | -92.4% |
| 1Y | -93.1% | -5.8% | -87.2% | -93.5% |
| All | -93.1% | -7.3% | -85.8% | -93.5% |
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