-93.1%
SOXS vs SLB
+46.1%
-139.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.5% | +9.6% | +12.5% |
| 7D | -28.4% | +3.5% | -31.9% | -25.6% |
| 30D | +19.4% | +6.5% | +12.9% | +28.5% |
| 3M | +28.2% | -0.2% | +28.4% | +31.7% |
| 6M | -37.7% | -5.7% | -32.0% | -39.9% |
| YTD | -91.6% | +36.8% | -128.5% | -88.8% |
| 1Y | -93.1% | +45.8% | -138.8% | -90.0% |
| All | -93.1% | +46.1% | -139.2% | -90.0% |
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 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