-100.0%
SOXS vs RF
+518.3%
-618.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | -0.6% |
| 7D | +3.2% | +0.3% | +2.9% | +5.0% |
| 30D | +61.0% | +6.2% | +54.8% | +74.3% |
| 3M | +24.0% | -7.8% | +31.8% | +12.8% |
| 6M | -35.9% | +5.9% | -41.9% | -31.3% |
| YTD | -90.9% | +9.0% | -99.9% | -89.4% |
| 1Y | -91.5% | +19.3% | -110.7% | -88.8% |
| 3Y | -99.7% | +116.4% | -216.1% | -98.7% |
| 5Y | -99.9% | +46.0% | -146.0% | -99.7% |
| 10Y | -100.0% | +239.8% | -339.8% | -100.0% |
| All | -100.0% | +518.3% | -618.3% | -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