-100.0%
SOXS vs SLB
+18.0%
-118.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | -43.7% | +2.6% | -46.3% | -41.7% |
| 30D | +22.2% | +4.4% | +17.8% | +32.0% |
| 3M | +13.0% | -2.7% | +15.7% | +14.3% |
| 6M | -47.7% | -7.5% | -40.1% | -48.8% |
| YTD | -92.5% | +34.8% | -127.3% | -88.2% |
| 1Y | -93.1% | +44.6% | -137.7% | -88.4% |
| 3Y | -99.7% | +3.2% | -102.9% | -99.5% |
| 5Y | -99.9% | +73.6% | -173.5% | -99.8% |
| 10Y | -100.0% | -14.3% | -85.7% | -100.0% |
| All | -100.0% | +18.0% | -118.0% | -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