-99.8%
SOXS vs SAP
-19.8%
-80.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -9.8% |
| 7D | -7.0% | -2.9% | -4.1% | -5.8% |
| 30D | +2.8% | +9.0% | -6.2% | -1.8% |
| 3M | -9.8% | +14.9% | -24.8% | -25.8% |
| 6M | -99.2% | +11.9% | -111.1% | -99.4% |
| YTD | -99.5% | -9.9% | -89.6% | -99.7% |
| 1Y | -99.8% | -19.5% | -80.2% | -99.9% |
| All | -99.8% | -19.8% | -80.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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