-100.0%
SOXS vs SLB
+15.6%
-115.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | -0.6% |
| 7D | +3.2% | -4.3% | +7.5% | +0.1% |
| 30D | +61.0% | +1.9% | +59.0% | +68.7% |
| 3M | +24.0% | -5.7% | +29.7% | +20.6% |
| 6M | -35.9% | -5.3% | -30.6% | -36.0% |
| YTD | -90.9% | +32.2% | -123.0% | -86.1% |
| 1Y | -91.5% | +38.5% | -130.0% | -86.4% |
| 3Y | -99.7% | +1.1% | -100.8% | -99.5% |
| 5Y | -99.9% | +70.3% | -170.2% | -99.7% |
| 10Y | -100.0% | -17.3% | -82.7% | -100.0% |
| All | -100.0% | +15.6% | -115.6% | -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