-99.9%
SOXS vs PATH
-75.6%
-24.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +11.9% |
| 7D | -28.4% | +2.1% | -30.5% | -27.2% |
| 30D | +19.4% | +1.6% | +17.8% | +22.6% |
| 3M | +28.2% | -20.4% | +48.6% | +10.6% |
| 6M | -37.7% | +40.1% | -77.8% | -20.3% |
| YTD | -91.6% | -19.0% | -72.6% | -93.1% |
| 1Y | -93.1% | -5.8% | -87.2% | -93.4% |
| 3Y | -99.7% | -22.9% | -76.8% | -99.6% |
| All | -99.9% | -75.6% | -24.4% | -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