-100.0%
SOXS vs ROP
+836.9%
-936.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.6% | +11.9% |
| 7D | -28.4% | +0.7% | -29.1% | -27.8% |
| 30D | +19.4% | +28.8% | -9.4% | +75.4% |
| 3M | +28.2% | +21.1% | +7.1% | +59.4% |
| 6M | -37.7% | +52.5% | -90.2% | -0.1% |
| YTD | -91.6% | +8.9% | -100.5% | -94.2% |
| 1Y | -93.1% | +8.2% | -101.3% | -95.3% |
| 3Y | -99.7% | -5.2% | -94.5% | -99.8% |
| 5Y | -99.9% | +1.7% | -101.6% | -99.9% |
| 10Y | -100.0% | +185.4% | -285.4% | -100.0% |
| All | -100.0% | +836.9% | -936.9% | -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