-100.0%
SOXS vs ROKU
+83.2%
-183.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.1% |
| 7D | -4.7% | -0.4% | -4.3% | -5.1% |
| 30D | +7.7% | +2.1% | +5.7% | +9.3% |
| 3M | -10.2% | +29.5% | -39.6% | +11.4% |
| 6M | -99.2% | +53.8% | -153.0% | -98.5% |
| YTD | -99.5% | +42.8% | -142.3% | -99.1% |
| 1Y | -99.8% | +60.7% | -160.5% | -99.5% |
| 3Y | -100.0% | +83.9% | -183.9% | -99.9% |
| All | -100.0% | +83.2% | -183.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling