+82.4%
SOXS vs PATH
-8.3%
+90.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -3.7% | +42.9% | +39.2% |
| 7D | +94.9% | -5.6% | +100.5% | +95.0% |
| 30D | +174.1% | -0.7% | +174.8% | +170.5% |
| 3M | +82.4% | -5.9% | +88.3% | +122.1% |
| All | +82.4% | -8.3% | +90.7% | +122.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling