-100.0%
SOXS vs SLB
+128.1%
-228.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.5% |
| 7D | -15.6% | +0.4% | -16.0% | -15.3% |
| 30D | +4.8% | +13.6% | -8.8% | +17.1% |
| 3M | -21.6% | +1.5% | -23.1% | -21.3% |
| 6M | -99.3% | +23.0% | -122.4% | -99.0% |
| YTD | -99.5% | +51.2% | -150.7% | -99.1% |
| 1Y | -99.8% | +63.5% | -163.3% | -99.5% |
| 3Y | -100.0% | +2.5% | -102.5% | -100.0% |
| 5Y | -100.0% | +139.2% | -239.2% | -100.0% |
| All | -100.0% | +128.1% | -228.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling