-100.0%
SOXS vs ROL
+221.5%
-321.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.6% | +8.5% | +13.6% |
| 7D | -28.4% | +3.0% | -31.4% | -26.0% |
| 30D | +19.4% | +19.8% | -0.3% | +40.3% |
| 3M | +28.2% | +7.9% | +20.3% | +31.2% |
| 6M | -37.7% | -25.6% | -12.1% | -61.3% |
| YTD | -91.6% | -34.1% | -57.5% | -95.5% |
| 1Y | -93.1% | -31.4% | -61.7% | -96.1% |
| 3Y | -99.7% | +4.7% | -104.4% | -99.7% |
| 5Y | -99.9% | +15.6% | -115.5% | -99.9% |
| All | -100.0% | +221.5% | -321.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling