-100.0%
SOXS vs SAN
+357.1%
-457.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.8% | -2.6% |
| 7D | -4.7% | +0.2% | -4.9% | -4.4% |
| 30D | +7.7% | +0.9% | +6.8% | +9.2% |
| 3M | -10.2% | +19.1% | -29.3% | +19.7% |
| 6M | -99.2% | +33.2% | -132.4% | -97.5% |
| YTD | -99.5% | +29.1% | -128.6% | -98.5% |
| 1Y | -99.8% | +50.2% | -150.0% | -99.0% |
| 3Y | -100.0% | +351.0% | -451.0% | -99.6% |
| 5Y | -100.0% | +394.7% | -494.7% | -99.9% |
| All | -100.0% | +357.1% | -457.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling