-100.0%
SOXS vs ROL
+211.6%
-311.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.0% |
| 7D | -4.7% | -3.2% | -1.6% | -8.1% |
| 30D | +7.7% | -4.9% | +12.6% | +1.3% |
| 3M | -10.2% | -25.8% | +15.7% | -38.6% |
| 6M | -99.2% | -37.6% | -61.6% | -99.6% |
| YTD | -99.5% | -41.5% | -58.0% | -99.8% |
| 1Y | -99.8% | -39.5% | -60.3% | -99.9% |
| 3Y | -100.0% | +0.1% | -100.1% | -100.0% |
| 5Y | -100.0% | -4.6% | -95.4% | -100.0% |
| All | -100.0% | +211.6% | -311.6% | -100.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling