-91.6%
SOXS vs SN
+156.5%
-248.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.6% | +12.1% |
| 7D | +46.7% | +10.6% | +36.0% | +58.4% |
| 30D | +97.0% | +20.0% | +76.9% | +128.8% |
| 3M | +39.5% | +30.4% | +9.2% | +74.1% |
| 6M | -54.9% | +91.0% | -145.9% | -9.4% |
| YTD | -90.4% | +95.9% | -186.3% | -76.7% |
| 1Y | -91.6% | +158.9% | -250.5% | -72.4% |
| All | -91.6% | +156.5% | -248.1% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling