-100.0%
SOXS vs SFM
+212.1%
-312.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +7.7% |
| 7D | -9.4% | -8.8% | -0.7% | -11.7% |
| 30D | +6.2% | -14.5% | +20.6% | +1.4% |
| 3M | -28.0% | -16.8% | -11.2% | -31.6% |
| 6M | -99.2% | -5.3% | -93.8% | -99.2% |
| YTD | -99.5% | -9.4% | -90.1% | -99.5% |
| 1Y | -99.7% | -46.2% | -53.6% | -99.8% |
| 3Y | -100.0% | +81.3% | -181.3% | -100.0% |
| 5Y | -100.0% | +211.9% | -311.9% | -100.0% |
| All | -100.0% | +212.1% | -312.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling