-100.0%
SOXS vs SM
+21.2%
-121.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -3.5% |
| 7D | -15.6% | -0.2% | -15.4% | -15.7% |
| 30D | +4.8% | +31.5% | -26.8% | +16.7% |
| 3M | -21.6% | +17.3% | -39.0% | -18.1% |
| 6M | -99.3% | +48.5% | -147.9% | -99.6% |
| YTD | -99.5% | +106.3% | -205.8% | -99.6% |
| 1Y | -99.8% | +47.3% | -147.1% | -99.8% |
| 3Y | -100.0% | -1.4% | -98.6% | -100.0% |
| 5Y | -100.0% | +114.0% | -214.0% | -100.0% |
| 10Y | -100.0% | +12.5% | -112.5% | -100.0% |
| All | -100.0% | +21.2% | -121.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling