-99.7%
SOXS vs RF
+115.2%
-214.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.2% | -24.5% | -19.1% |
| 7D | -5.1% | -0.1% | -4.9% | -4.0% |
| 30D | +60.4% | +7.0% | +53.3% | +77.9% |
| 3M | +32.7% | -7.0% | +39.7% | +19.5% |
| 6M | -36.2% | +6.8% | -42.9% | -29.5% |
| YTD | -90.9% | +9.9% | -100.8% | -88.8% |
| 1Y | -92.2% | +21.1% | -113.3% | -88.5% |
| 3Y | -99.7% | +119.6% | -219.3% | -98.6% |
| All | -99.7% | +115.2% | -214.9% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling