-100.0%
SOXS vs SAN
+160.4%
-260.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.4% |
| 7D | -15.6% | +3.3% | -18.9% | -12.3% |
| 30D | +4.8% | +1.1% | +3.7% | +6.2% |
| 3M | -21.6% | +22.2% | -43.8% | +6.7% |
| 6M | -99.3% | +36.0% | -135.4% | -98.1% |
| YTD | -99.5% | +28.2% | -127.8% | -98.7% |
| 1Y | -99.8% | +54.1% | -153.9% | -99.2% |
| 3Y | -100.0% | +354.2% | -454.2% | -99.7% |
| 5Y | -100.0% | +387.3% | -487.3% | -99.9% |
| 10Y | -100.0% | +334.8% | -434.8% | -100.0% |
| All | -100.0% | +160.4% | -260.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling