-100.0%
SOXS vs SLB
+33.3%
-133.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -10.0% |
| 7D | -7.0% | +0.8% | -7.8% | -5.8% |
| 30D | +2.8% | +15.8% | -13.0% | +19.8% |
| 3M | -9.8% | -0.3% | -9.5% | -9.1% |
| 6M | -99.2% | +21.3% | -120.5% | -98.7% |
| YTD | -99.5% | +52.3% | -151.8% | -98.9% |
| 1Y | -99.8% | +63.6% | -163.4% | -99.5% |
| 3Y | -100.0% | +3.8% | -103.7% | -100.0% |
| 5Y | -100.0% | +128.6% | -228.6% | -100.0% |
| 10Y | -100.0% | -3.1% | -96.9% | -100.0% |
| All | -100.0% | +33.3% | -133.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling