-100.0%
SOXS vs ROST
+93.5%
-193.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.2% |
| 7D | -9.4% | -2.5% | -6.9% | -12.6% |
| 30D | +6.2% | -10.3% | +16.4% | -9.8% |
| 3M | -28.0% | -2.6% | -25.4% | -31.9% |
| 6M | -99.2% | +6.5% | -105.7% | -99.1% |
| YTD | -99.5% | +25.9% | -125.4% | -99.2% |
| 1Y | -99.7% | +52.3% | -152.1% | -99.5% |
| All | -100.0% | +93.5% | -193.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling