-100.0%
SOXS vs SBAC
-11.3%
-88.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.8% | +10.9% | +9.0% |
| 7D | -9.4% | -5.3% | -4.1% | -7.8% |
| 30D | +6.2% | +0.4% | +5.8% | +6.0% |
| 3M | -28.0% | -11.9% | -16.1% | -25.6% |
| 6M | -99.2% | -4.5% | -94.7% | -99.1% |
| YTD | -99.5% | -4.3% | -95.1% | -99.5% |
| 1Y | -99.7% | -3.9% | -95.9% | -99.7% |
| All | -100.0% | -11.3% | -88.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling