-25.9%
SOXS vs PATH
+22.9%
-48.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.1% | -12.6% | -12.6% |
| 7D | +36.2% | -5.3% | +41.5% | +37.5% |
| 30D | +131.5% | -0.5% | +132.0% | +128.6% |
| 3M | +60.5% | -7.1% | +67.6% | +59.3% |
| 6M | -25.9% | +23.8% | -49.7% | -41.6% |
| All | -25.9% | +22.9% | -48.8% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling