-100.0%
SOXS vs REPL
+36.8%
-136.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +11.0% |
| 7D | -28.4% | +1.2% | -29.7% | -28.3% |
| 30D | +19.4% | +92.2% | -72.8% | +34.6% |
| 3M | +28.2% | +44.1% | -16.0% | +38.4% |
| 6M | -37.7% | +313.0% | -350.7% | -10.7% |
| YTD | -91.6% | +125.2% | -216.8% | -88.1% |
| 1Y | -93.1% | +143.8% | -236.8% | -89.9% |
| 3Y | -99.7% | +104.2% | -203.9% | -99.3% |
| 5Y | -99.9% | -34.5% | -65.4% | -99.9% |
| All | -100.0% | +36.8% | -136.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling