-99.9%
SOXS vs REPL
-35.3%
-64.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.0% |
| 7D | -43.7% | +9.8% | -53.5% | -43.1% |
| 30D | +22.2% | +81.5% | -59.3% | +30.8% |
| 3M | +13.0% | +44.2% | -31.2% | +18.5% |
| 6M | -47.7% | +437.4% | -485.1% | -32.4% |
| YTD | -92.5% | +126.1% | -218.6% | -90.6% |
| 1Y | -93.1% | +143.1% | -236.3% | -91.3% |
| 3Y | -99.7% | +97.8% | -197.6% | -99.5% |
| 5Y | -99.9% | -34.3% | -65.7% | -99.9% |
| All | -99.9% | -35.3% | -64.7% | -99.9% |
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