-100.0%
SOXS vs SLB
-4.1%
-95.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -2.0% |
| 7D | -16.6% | -1.9% | -14.7% | -18.0% |
| 30D | -4.4% | +7.8% | -12.2% | +2.6% |
| 3M | -26.2% | +2.7% | -28.9% | -24.9% |
| 6M | -99.3% | +22.2% | -121.4% | -98.9% |
| YTD | -99.5% | +51.1% | -150.6% | -99.1% |
| 1Y | -99.8% | +63.3% | -163.1% | -99.5% |
| 3Y | -100.0% | +2.4% | -102.4% | -100.0% |
| 5Y | -100.0% | +139.3% | -239.3% | -100.0% |
| 10Y | -100.0% | -2.6% | -97.4% | -100.0% |
| All | -100.0% | -4.1% | -95.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling