-100.0%
SOXS vs ROST
+1,983.6%
-2,083.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.4% |
| 7D | -15.6% | +0.2% | -15.8% | -15.4% |
| 30D | +4.8% | -10.0% | +14.7% | -9.9% |
| 3M | -21.6% | +1.2% | -22.9% | -21.9% |
| 6M | -99.3% | +8.9% | -108.3% | -99.2% |
| YTD | -99.5% | +28.1% | -127.6% | -99.3% |
| 1Y | -99.8% | +53.0% | -152.7% | -99.6% |
| 3Y | -100.0% | +97.9% | -197.8% | -99.9% |
| 5Y | -100.0% | +112.0% | -212.0% | -100.0% |
| 10Y | -100.0% | +303.0% | -403.0% | -100.0% |
| All | -100.0% | +1,983.6% | -2,083.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling