-100.0%
SOXS vs REPL
-53.9%
-46.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -2.1% |
| 7D | -16.6% | -9.6% | -7.0% | -17.4% |
| 30D | -4.4% | +5.7% | -10.1% | -3.7% |
| 3M | -26.2% | +56.4% | -82.6% | -19.7% |
| 6M | -99.3% | +67.4% | -166.7% | -99.2% |
| YTD | -99.5% | +48.7% | -148.2% | -99.5% |
| 1Y | -99.8% | +148.3% | -248.1% | -99.7% |
| 3Y | -100.0% | -26.7% | -73.3% | -100.0% |
| 5Y | -100.0% | -54.1% | -45.9% | -100.0% |
| All | -100.0% | -53.9% | -46.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling