-91.6%
SOXS vs ROL
-34.1%
-57.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +6.1% |
| 7D | +46.7% | +14.6% | +32.1% | +28.6% |
| 30D | +97.0% | +29.3% | +67.7% | +59.5% |
| 3M | +39.5% | +2.0% | +37.5% | +33.8% |
| 6M | -54.9% | -28.5% | -26.4% | -54.6% |
| YTD | -90.4% | -35.3% | -55.1% | -90.9% |
| 1Y | -91.6% | -34.7% | -57.0% | -91.9% |
| All | -91.6% | -34.1% | -57.5% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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