-99.8%
SOXS vs ROST
+54.0%
-153.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -10.5% |
| 7D | -7.0% | +0.9% | -7.9% | -6.4% |
| 30D | +2.8% | -8.9% | +11.7% | -5.6% |
| 3M | -9.8% | -0.8% | -9.0% | -11.1% |
| 6M | -99.2% | +8.5% | -107.7% | -99.0% |
| YTD | -99.5% | +28.6% | -128.1% | -99.3% |
| 1Y | -99.8% | +52.3% | -152.1% | -99.6% |
| All | -99.8% | +54.0% | -153.8% | -99.6% |
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