-91.6%
SOXS vs SBAC
+2.4%
-94.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +2.9% | +5.5% |
| 7D | +46.7% | +5.8% | +40.9% | +42.4% |
| 30D | +97.0% | +20.8% | +76.2% | +80.2% |
| 3M | +39.5% | +4.8% | +34.8% | +35.6% |
| 6M | -54.9% | -9.1% | -45.8% | -55.7% |
| YTD | -90.4% | +3.1% | -93.5% | -90.6% |
| 1Y | -91.6% | +2.2% | -93.8% | -92.0% |
| All | -91.6% | +2.4% | -94.0% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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