-100.0%
SOXS vs SM
-1.2%
-98.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.7% |
| 7D | -16.6% | -0.2% | -16.3% | -16.7% |
| 30D | -4.4% | +20.3% | -24.6% | +4.1% |
| 3M | -26.2% | +22.9% | -49.2% | -22.1% |
| 6M | -99.3% | +47.8% | -147.1% | -99.6% |
| YTD | -99.5% | +107.5% | -207.0% | -99.7% |
| 1Y | -99.8% | +51.7% | -151.5% | -99.9% |
| All | -100.0% | -1.2% | -98.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling