-99.8%
SOXS vs S
+8.9%
-108.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | -4.7% | -0.7% | -4.1% | -5.0% |
| 30D | +7.7% | -11.4% | +19.2% | +5.2% |
| 3M | -10.2% | +33.8% | -44.0% | -2.7% |
| 6M | -99.2% | +39.5% | -138.7% | -99.1% |
| YTD | -99.5% | +31.7% | -131.2% | -99.5% |
| 1Y | -99.8% | +7.0% | -106.7% | -99.8% |
| All | -99.8% | +8.9% | -108.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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