-100.0%
SOXS vs SAN
+116.6%
-216.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +11.8% |
| 7D | -28.4% | +4.0% | -32.4% | -23.8% |
| 30D | +19.4% | -7.8% | +27.2% | +9.6% |
| 3M | +28.2% | -16.4% | +44.5% | +6.0% |
| 6M | -37.7% | +3.5% | -41.2% | -27.5% |
| YTD | -91.6% | +6.7% | -98.3% | -88.7% |
| 1Y | -93.1% | +14.5% | -107.6% | -89.7% |
| 3Y | -99.7% | +243.5% | -343.2% | -97.9% |
| 5Y | -99.9% | +296.2% | -396.1% | -99.1% |
| 10Y | -100.0% | +268.5% | -368.5% | -100.0% |
| All | -100.0% | +116.6% | -216.6% | -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