-100.0%
SOXS vs SM
+23.0%
-123.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -4.7% | +4.6% | -9.3% | -3.2% |
| 30D | +7.7% | +18.2% | -10.5% | +14.5% |
| 3M | -10.2% | +22.5% | -32.7% | -4.6% |
| 6M | -99.2% | +50.6% | -149.8% | -99.4% |
| YTD | -99.5% | +108.1% | -207.6% | -99.6% |
| 1Y | -99.8% | +46.0% | -145.8% | -99.8% |
| 3Y | -100.0% | +2.9% | -102.9% | -100.0% |
| 5Y | -100.0% | +112.6% | -212.6% | -100.0% |
| All | -100.0% | +23.0% | -123.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling