-100.0%
SOXS vs SNAP
-77.0%
-23.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.0% | +4.1% | +10.2% |
| 7D | -9.4% | -3.2% | -6.3% | -11.4% |
| 30D | +6.2% | +0.2% | +6.0% | +5.8% |
| 3M | -28.0% | +2.6% | -30.6% | -24.9% |
| 6M | -99.2% | +12.4% | -111.6% | -99.0% |
| YTD | -99.5% | -31.6% | -67.9% | -99.5% |
| 1Y | -99.7% | -21.7% | -78.0% | -99.7% |
| 3Y | -100.0% | -41.2% | -58.8% | -100.0% |
| 5Y | -100.0% | -92.6% | -7.4% | -100.0% |
| All | -100.0% | -77.0% | -23.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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