-100.0%
SOXS vs SNAP
-42.7%
-57.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -5.4% |
| 7D | -15.6% | +1.5% | -17.1% | -15.0% |
| 30D | +4.8% | +1.9% | +2.9% | +5.6% |
| 3M | -21.6% | -3.9% | -17.7% | -21.3% |
| 6M | -99.3% | +5.2% | -104.6% | -99.2% |
| YTD | -99.5% | -32.7% | -66.8% | -99.6% |
| 1Y | -99.8% | -24.8% | -75.0% | -99.8% |
| All | -100.0% | -42.7% | -57.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling