-91.6%
SOXS vs ROP
+10.4%
-102.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.9% | +4.8% | +1.8% |
| 7D | +46.7% | +11.7% | +35.0% | +23.3% |
| 30D | +97.0% | +35.5% | +61.5% | +22.2% |
| 3M | +39.5% | +25.6% | +13.9% | -1.5% |
| 6M | -54.9% | +39.3% | -94.2% | -71.2% |
| YTD | -90.4% | +11.6% | -102.0% | -93.6% |
| 1Y | -91.6% | +10.6% | -102.3% | -94.5% |
| All | -91.6% | +10.4% | -102.1% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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