-100.0%
SOXS vs RACE
+741.5%
-841.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | 0.0% | -18.1% | -18.1% |
| 7D | -22.3% | -3.9% | -18.5% | -26.5% |
| 30D | +21.9% | +6.8% | +15.0% | +36.4% |
| 3M | +4.2% | +1.3% | +2.9% | +7.1% |
| 6M | -43.4% | +26.3% | -69.7% | -12.9% |
| YTD | -92.5% | +13.8% | -106.3% | -90.3% |
| 1Y | -93.5% | -0.5% | -93.0% | -93.3% |
| 3Y | -99.7% | +25.6% | -125.4% | -99.4% |
| 5Y | -99.9% | +67.6% | -167.5% | -99.5% |
| 10Y | -100.0% | +724.7% | -824.7% | -100.0% |
| All | -100.0% | +741.5% | -841.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling