-91.6%
SOXS vs SLB
+45.4%
-137.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +7.9% |
| 7D | +46.7% | -4.1% | +50.7% | +42.3% |
| 30D | +97.0% | +2.5% | +94.4% | +101.9% |
| 3M | +39.5% | +2.0% | +37.5% | +42.9% |
| 6M | -54.9% | -6.3% | -48.6% | -57.2% |
| YTD | -90.4% | +36.5% | -126.9% | -87.9% |
| 1Y | -91.6% | +46.2% | -137.9% | -89.4% |
| All | -91.6% | +45.4% | -137.1% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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