-91.6%
SOXS vs RF
+25.4%
-117.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +9.6% |
| 7D | +46.7% | +2.3% | +44.4% | +48.4% |
| 30D | +97.0% | +7.2% | +89.7% | +105.0% |
| 3M | +39.5% | -8.2% | +47.8% | +28.9% |
| 6M | -54.9% | +7.0% | -62.0% | -51.0% |
| YTD | -90.4% | +10.3% | -100.7% | -87.6% |
| 1Y | -91.6% | +25.1% | -116.7% | -86.1% |
| All | -91.6% | +25.4% | -117.1% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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