-99.9%
SOXS vs RF
+43.6%
-143.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.3% | -13.2% |
| 7D | +36.2% | -0.9% | +37.1% | +34.7% |
| 30D | +131.5% | +6.0% | +125.5% | +151.4% |
| 3M | +60.5% | -8.9% | +69.4% | +38.9% |
| 6M | -25.9% | +2.3% | -28.3% | -24.4% |
| YTD | -88.3% | +7.6% | -95.9% | -86.4% |
| 1Y | -89.6% | +21.2% | -110.8% | -85.2% |
| 3Y | -99.6% | +108.5% | -208.2% | -98.1% |
| All | -99.9% | +43.6% | -143.5% | -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 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