-100.0%
SOXS vs SAP
+176.2%
-276.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.2% |
| 7D | -4.7% | -4.1% | -0.7% | -11.0% |
| 30D | +7.7% | +1.1% | +6.7% | +9.4% |
| 3M | -10.2% | +26.1% | -36.3% | +10.9% |
| 6M | -99.2% | +9.8% | -109.0% | -99.4% |
| YTD | -99.5% | -13.6% | -86.0% | -99.8% |
| 1Y | -99.8% | -18.7% | -81.1% | -99.9% |
| 3Y | -100.0% | +54.1% | -154.1% | -100.0% |
| 5Y | -100.0% | +54.7% | -154.7% | -100.0% |
| All | -100.0% | +176.2% | -276.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling