-100.0%
SOXS vs SFM
+271.4%
-371.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -5.3% |
| 7D | -4.7% | -10.6% | +5.9% | -8.5% |
| 30D | +7.7% | -15.5% | +23.2% | +1.4% |
| 3M | -10.2% | -17.4% | +7.3% | -15.9% |
| 6M | -99.2% | -3.4% | -95.8% | -99.3% |
| YTD | -99.5% | -8.7% | -90.8% | -99.6% |
| 1Y | -99.8% | -47.2% | -52.6% | -99.8% |
| 3Y | -100.0% | +82.7% | -182.7% | -100.0% |
| 5Y | -100.0% | +214.3% | -314.3% | -100.0% |
| All | -100.0% | +271.4% | -371.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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