-100.0%
SOXS vs RF
+89.9%
-189.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -6.6% |
| 7D | -15.6% | +2.7% | -18.3% | -12.3% |
| 30D | +4.8% | -3.4% | +8.1% | -0.5% |
| 3M | -21.6% | +6.4% | -28.0% | -15.1% |
| 6M | -99.3% | +13.4% | -112.7% | -98.9% |
| YTD | -99.5% | +14.2% | -113.8% | -99.1% |
| 1Y | -99.8% | +15.7% | -115.5% | -99.6% |
| 3Y | -100.0% | +91.3% | -191.3% | -99.9% |
| 5Y | -100.0% | +89.8% | -189.7% | -100.0% |
| All | -100.0% | +89.9% | -189.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling