-99.7%
SOXS vs REPL
+126.3%
-226.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -8.4% | +16.5% | +8.0% |
| 7D | -9.4% | -13.4% | +4.0% | -9.6% |
| 30D | +6.2% | -3.0% | +9.2% | +6.1% |
| 3M | -28.0% | +56.3% | -84.3% | -27.4% |
| 6M | -99.2% | +60.9% | -160.1% | -99.2% |
| YTD | -99.5% | +36.2% | -135.7% | -99.5% |
| 1Y | -99.7% | +121.0% | -220.8% | -99.7% |
| All | -99.7% | +126.3% | -226.1% | -99.7% |
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