-100.0%
SOXS vs S
+13.6%
-113.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -16.6% | -1.2% | -15.4% | -17.4% |
| 30D | -4.4% | -12.6% | +8.2% | -12.5% |
| 3M | -26.2% | +27.6% | -53.8% | -8.7% |
| 6M | -99.3% | +35.5% | -134.7% | -99.1% |
| YTD | -99.5% | +29.6% | -129.1% | -99.5% |
| 1Y | -99.8% | +8.1% | -107.9% | -99.8% |
| All | -100.0% | +13.6% | -113.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling