-99.7%
SOXS vs PATH
-23.6%
-76.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.4% | -20.6% | -17.1% |
| 7D | -22.3% | -2.7% | -19.6% | -22.7% |
| 30D | +21.9% | -1.4% | +23.2% | +22.5% |
| 3M | +4.2% | -16.4% | +20.6% | -2.2% |
| 6M | -43.4% | +23.3% | -66.7% | -36.2% |
| YTD | -92.5% | -19.8% | -72.7% | -93.7% |
| 1Y | -93.5% | -8.6% | -84.9% | -93.8% |
| All | -99.7% | -23.6% | -76.1% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling