-91.6%
SOXS vs SAN
+23.5%
-115.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.4% | +2.3% | +18.8% |
| 7D | +46.7% | +4.5% | +42.1% | +56.1% |
| 30D | +97.0% | -12.1% | +109.0% | +56.1% |
| 3M | +39.5% | -15.6% | +55.1% | +3.4% |
| 6M | -54.9% | +5.8% | -60.7% | -43.4% |
| YTD | -90.4% | +5.5% | -95.8% | -85.5% |
| 1Y | -91.6% | +23.6% | -115.2% | -81.8% |
| All | -91.6% | +23.5% | -115.1% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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