-100.0%
SOXS vs RF
+223.4%
-323.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.2% | +9.8% | +12.7% |
| 7D | -28.4% | +1.9% | -30.4% | -26.2% |
| 30D | +19.4% | +7.3% | +12.1% | +31.4% |
| 3M | +28.2% | -7.9% | +36.1% | +15.5% |
| 6M | -37.7% | +10.5% | -48.2% | -28.8% |
| YTD | -91.6% | +9.6% | -101.3% | -90.1% |
| 1Y | -93.1% | +20.3% | -113.4% | -90.7% |
| 3Y | -99.7% | +119.5% | -219.2% | -98.7% |
| 5Y | -99.9% | +48.2% | -148.1% | -99.7% |
| All | -100.0% | +223.4% | -323.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling