-100.0%
SOXS vs ROP
+670.4%
-770.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -10.2% |
| 7D | -15.6% | -5.4% | -10.2% | -24.9% |
| 30D | +4.8% | -1.6% | +6.4% | -1.0% |
| 3M | -21.6% | +18.8% | -40.5% | -9.4% |
| 6M | -99.3% | +8.2% | -107.5% | -99.9% |
| YTD | -99.5% | -10.5% | -89.0% | -99.9% |
| 1Y | -99.8% | -23.7% | -76.0% | -100.0% |
| 3Y | -100.0% | -17.9% | -82.1% | -100.0% |
| 5Y | -100.0% | -15.3% | -84.7% | -100.0% |
| 10Y | -100.0% | +133.4% | -233.4% | -100.0% |
| All | -100.0% | +670.4% | -770.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling