-91.6%
SOXS vs ROST
+54.7%
-146.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.1% | +2.7% | +11.4% |
| 7D | +46.7% | +7.8% | +38.9% | +51.4% |
| 30D | +97.0% | +8.6% | +88.4% | +103.9% |
| 3M | +39.5% | -1.9% | +41.5% | +34.2% |
| 6M | -54.9% | +9.1% | -64.1% | -52.2% |
| YTD | -90.4% | +37.2% | -127.6% | -86.2% |
| 1Y | -91.6% | +52.7% | -144.4% | -87.2% |
| All | -91.6% | +54.7% | -146.3% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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