-100.0%
SOXS vs RACE
+658.1%
-758.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | -0.8% |
| 7D | +3.2% | +0.2% | +3.0% | +4.0% |
| 30D | +61.0% | +6.6% | +54.4% | +78.7% |
| 3M | +24.0% | +2.2% | +21.8% | +29.1% |
| 6M | -35.9% | +22.4% | -58.3% | -8.7% |
| YTD | -90.9% | +13.8% | -104.7% | -88.2% |
| 1Y | -91.5% | +2.2% | -93.7% | -90.8% |
| 3Y | -99.7% | +25.6% | -125.3% | -99.3% |
| 5Y | -99.9% | +71.0% | -170.9% | -99.5% |
| 10Y | -100.0% | +739.1% | -839.1% | -100.0% |
| All | -100.0% | +658.1% | -758.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling