-100.0%
SOXS vs ROK
+51.1%
-151.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -2.4% |
| 7D | -4.7% | -1.2% | -3.5% | -6.9% |
| 30D | +7.7% | -4.8% | +12.5% | -0.8% |
| 3M | -10.2% | -6.1% | -4.1% | -14.7% |
| 6M | -99.2% | +15.5% | -114.7% | -98.4% |
| YTD | -99.5% | +11.2% | -110.7% | -99.0% |
| 1Y | -99.8% | +23.8% | -123.6% | -99.4% |
| 3Y | -100.0% | +53.1% | -153.1% | -99.9% |
| All | -100.0% | +51.1% | -151.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling