-93.1%
SOXS vs RF
+18.0%
-111.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.5% |
| 7D | -43.7% | +0.4% | -44.1% | -43.3% |
| 30D | +22.2% | +5.6% | +16.6% | +27.0% |
| 3M | +13.0% | -8.9% | +21.9% | +5.0% |
| 6M | -47.7% | +7.1% | -54.8% | -41.7% |
| YTD | -92.5% | +8.3% | -100.8% | -90.3% |
| 1Y | -93.1% | +16.8% | -110.0% | -90.1% |
| All | -93.1% | +18.0% | -111.2% | -90.1% |
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