-100.0%
SOXS vs RF
+555.4%
-655.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.1% | -10.3% |
| 7D | -7.0% | +1.3% | -8.3% | -5.4% |
| 30D | +2.8% | -3.6% | +6.4% | -1.6% |
| 3M | -9.8% | +8.1% | -17.9% | -1.8% |
| 6M | -99.2% | +11.5% | -110.7% | -98.7% |
| YTD | -99.5% | +15.6% | -115.1% | -99.2% |
| 1Y | -99.8% | +15.7% | -115.5% | -99.6% |
| 3Y | -100.0% | +86.9% | -186.9% | -99.9% |
| 5Y | -100.0% | +89.8% | -189.8% | -100.0% |
| 10Y | -100.0% | +344.7% | -444.7% | -100.0% |
| All | -100.0% | +555.4% | -655.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling