-91.6%
SOXS vs REPL
+125.1%
-216.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +46.7% | +28.8% | +17.8% | +47.9% |
| 30D | +97.0% | +57.3% | +39.6% | +100.8% |
| 3M | +39.5% | +73.6% | -34.0% | +42.7% |
| 6M | -54.9% | +582.8% | -637.8% | -52.9% |
| YTD | -90.4% | +112.9% | -203.2% | -88.9% |
| 1Y | -91.6% | +130.7% | -222.3% | -89.4% |
| All | -91.6% | +125.1% | -216.8% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling