-99.8%
SOXS vs RF
+15.2%
-115.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.5% |
| 7D | -16.6% | -0.1% | -16.4% | -16.7% |
| 30D | -4.4% | -4.0% | -0.3% | -8.1% |
| 3M | -26.2% | +5.6% | -31.8% | -21.6% |
| 6M | -99.3% | +13.1% | -112.3% | -98.8% |
| YTD | -99.5% | +13.6% | -113.1% | -99.2% |
| 1Y | -99.8% | +16.0% | -115.7% | -99.6% |
| All | -99.8% | +15.2% | -115.0% | -99.6% |
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