-100.0%
SOXS vs ROKU
+880.6%
-980.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.3% |
| 7D | -4.7% | -0.4% | -4.3% | -5.0% |
| 30D | +7.7% | +2.1% | +5.7% | +8.9% |
| 3M | -10.2% | +29.5% | -39.6% | +4.8% |
| 6M | -99.2% | +53.8% | -153.0% | -98.7% |
| YTD | -99.5% | +42.8% | -142.3% | -99.3% |
| 1Y | -99.8% | +60.7% | -160.5% | -99.6% |
| 3Y | -100.0% | +83.9% | -183.9% | -100.0% |
| 5Y | -100.0% | -52.8% | -47.2% | -100.0% |
| All | -100.0% | +880.6% | -980.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling