-100.0%
SOXS vs ROST
+114.0%
-214.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.9% | -2.2% |
| 7D | -4.7% | +0.2% | -5.0% | -4.4% |
| 30D | +7.7% | -6.9% | +14.6% | -3.8% |
| 3M | -10.2% | -3.3% | -6.8% | -17.6% |
| 6M | -99.2% | +9.0% | -108.3% | -99.1% |
| YTD | -99.5% | +28.9% | -128.4% | -99.3% |
| 1Y | -99.8% | +54.0% | -153.7% | -99.5% |
| 3Y | -100.0% | +100.7% | -200.7% | -99.9% |
| All | -100.0% | +114.0% | -214.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling