-100.0%
SOXS vs SNAP
-78.1%
-21.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +11.5% |
| 7D | -28.4% | +6.0% | -34.5% | -25.2% |
| 30D | +19.4% | -13.8% | +33.2% | +14.9% |
| 3M | +28.2% | -0.8% | +28.9% | +33.5% |
| 6M | -37.7% | -6.2% | -31.5% | -34.9% |
| YTD | -91.6% | -34.8% | -56.8% | -92.3% |
| 1Y | -93.1% | -38.7% | -54.4% | -93.8% |
| 3Y | -99.7% | -53.5% | -46.3% | -99.6% |
| 5Y | -99.9% | -90.2% | -9.7% | -99.9% |
| All | -100.0% | -78.1% | -21.9% | -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