-100.0%
SOXS vs SAN
+342.3%
-442.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.6% |
| 7D | -9.4% | -2.8% | -6.6% | -13.5% |
| 30D | +6.2% | -0.5% | +6.7% | +5.2% |
| 3M | -28.0% | +22.7% | -50.8% | +7.0% |
| 6M | -99.2% | +28.8% | -128.0% | -97.3% |
| YTD | -99.5% | +26.3% | -125.8% | -98.3% |
| 1Y | -99.7% | +48.8% | -148.6% | -98.9% |
| All | -100.0% | +342.3% | -442.3% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling