-100.0%
SOXS vs SN
+490.7%
-590.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.1% | -11.2% |
| 7D | -7.0% | -9.3% | +2.3% | -14.8% |
| 30D | +2.8% | -4.8% | +7.6% | -1.0% |
| 3M | -9.8% | +40.4% | -50.3% | +30.4% |
| 6M | -99.2% | +50.9% | -150.1% | -97.8% |
| YTD | -99.5% | +54.9% | -154.4% | -98.6% |
| 1Y | -99.8% | +43.0% | -142.8% | -99.4% |
| 3Y | -100.0% | +391.8% | -491.8% | -99.9% |
| All | -100.0% | +490.7% | -590.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling