-100.0%
SOXS vs ROKU
+875.4%
-975.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +8.6% |
| 7D | -9.4% | -2.6% | -6.8% | -10.9% |
| 30D | +6.2% | +2.1% | +4.0% | +7.3% |
| 3M | -28.0% | +31.8% | -59.8% | -14.8% |
| 6M | -99.2% | +53.3% | -152.5% | -98.7% |
| YTD | -99.5% | +42.1% | -141.6% | -99.2% |
| 1Y | -99.7% | +62.3% | -162.1% | -99.6% |
| 3Y | -100.0% | +84.6% | -184.6% | -99.9% |
| 5Y | -100.0% | -53.1% | -46.9% | -100.0% |
| All | -100.0% | +875.4% | -975.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling