-99.8%
SOXS vs ROK
+29.3%
-129.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -7.1% |
| 7D | -7.0% | +0.7% | -7.7% | -5.1% |
| 30D | +2.8% | -3.3% | +6.1% | -3.8% |
| 3M | -9.8% | -5.9% | -4.0% | -10.9% |
| 6M | -99.2% | +13.9% | -113.0% | -98.2% |
| YTD | -99.5% | +12.6% | -112.1% | -98.8% |
| 1Y | -99.8% | +28.6% | -128.4% | -99.2% |
| All | -99.8% | +29.3% | -129.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling