-100.0%
SOXS vs S
-70.4%
-29.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.2% | +9.5% |
| 7D | -9.4% | +0.1% | -9.5% | -9.5% |
| 30D | +6.2% | -11.8% | +18.0% | -2.5% |
| 3M | -28.0% | +33.9% | -62.0% | -8.1% |
| 6M | -99.2% | +40.1% | -139.3% | -99.0% |
| YTD | -99.5% | +32.1% | -131.6% | -99.4% |
| 1Y | -99.7% | +11.0% | -110.8% | -99.7% |
| 3Y | -100.0% | +16.9% | -116.9% | -100.0% |
| 5Y | -100.0% | -68.9% | -31.1% | -100.0% |
| All | -100.0% | -70.4% | -29.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling