-99.9%
SOXS vs SAP
+79.5%
-179.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.5% |
| 7D | -28.4% | +0.6% | -29.0% | -27.4% |
| 30D | +19.4% | +6.5% | +12.9% | +27.3% |
| 3M | +28.2% | +12.2% | +15.9% | +43.8% |
| 6M | -37.7% | +46.1% | -83.8% | -16.5% |
| YTD | -91.6% | -1.6% | -90.0% | -95.4% |
| 1Y | -93.1% | -5.1% | -88.0% | -96.4% |
| 3Y | -99.7% | +68.4% | -168.1% | -98.9% |
| All | -99.9% | +79.5% | -179.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling