-99.9%
SOXS vs PATH
-76.8%
-23.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.4% | -20.6% | -16.5% |
| 7D | -22.3% | -2.7% | -19.6% | -22.9% |
| 30D | +21.9% | -1.4% | +23.2% | +22.9% |
| 3M | +4.2% | -16.4% | +20.6% | -6.7% |
| 6M | -43.4% | +23.3% | -66.7% | -34.0% |
| YTD | -92.5% | -19.8% | -72.7% | -93.9% |
| 1Y | -93.5% | -8.6% | -84.9% | -93.9% |
| 3Y | -99.7% | -24.0% | -75.7% | -99.6% |
| 5Y | -99.9% | -77.1% | -22.8% | -99.9% |
| All | -99.9% | -76.8% | -23.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling