-99.6%
SOXS vs SN
+671.3%
-770.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.8% | +8.2% | +13.5% |
| 7D | -28.4% | +1.5% | -30.0% | -27.1% |
| 30D | +19.4% | +21.5% | -2.1% | +42.5% |
| 3M | +28.2% | +20.0% | +8.1% | +51.1% |
| 6M | -37.7% | +119.9% | -157.6% | +35.1% |
| YTD | -91.6% | +102.3% | -193.9% | -81.6% |
| 1Y | -93.1% | +148.0% | -241.1% | -81.3% |
| 3Y | -99.7% | +450.0% | -549.7% | -98.5% |
| All | -99.6% | +671.3% | -770.9% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling