-87.2%
SOXS vs SARO
-6.5%
-80.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.6% | +40.8% | +37.7% |
| 7D | +94.9% | +6.3% | +88.5% | +105.6% |
| 30D | +174.1% | +20.8% | +153.3% | +227.5% |
| 3M | +82.4% | -18.4% | +100.8% | +40.6% |
| 6M | -27.7% | +0.8% | -28.5% | -22.9% |
| YTD | -86.6% | -11.8% | -74.8% | -86.2% |
| 1Y | -87.2% | -7.3% | -79.9% | -84.8% |
| All | -87.2% | -6.5% | -80.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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