-99.8%
SOXS vs ROP
-23.7%
-76.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | -4.7% | -4.6% | -0.1% | +2.8% |
| 30D | +7.7% | -1.7% | +9.4% | +11.0% |
| 3M | -10.2% | +17.1% | -27.2% | -21.0% |
| 6M | -99.2% | +10.9% | -110.1% | -99.1% |
| YTD | -99.5% | -12.1% | -87.4% | -99.4% |
| 1Y | -99.8% | -24.2% | -75.5% | -99.7% |
| All | -99.8% | -23.7% | -76.0% | -99.7% |
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