-100.0%
SOXS vs PATH
-80.2%
-19.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.1% | -12.6% | -12.7% |
| 7D | +36.2% | -5.3% | +41.5% | +32.4% |
| 30D | +131.5% | -0.5% | +132.0% | +133.7% |
| 3M | +60.5% | -7.1% | +67.6% | +54.8% |
| 6M | -25.9% | +23.8% | -49.7% | -14.4% |
| YTD | -88.3% | -20.7% | -67.6% | -90.4% |
| 1Y | -89.6% | -8.1% | -81.5% | -90.2% |
| 3Y | -99.6% | -21.8% | -77.8% | -99.5% |
| 5Y | -99.9% | -76.8% | -23.1% | -99.8% |
| All | -100.0% | -80.2% | -19.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling