-100.0%
SOXS vs SNAP
-78.3%
-21.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | -0.4% |
| 7D | -43.7% | +2.6% | -46.3% | -42.4% |
| 30D | +22.2% | -19.6% | +41.7% | +13.7% |
| 3M | +13.0% | +0.4% | +12.6% | +18.5% |
| 6M | -47.7% | -5.9% | -41.7% | -45.1% |
| YTD | -92.5% | -35.3% | -57.1% | -93.1% |
| 1Y | -93.1% | -42.6% | -50.6% | -94.0% |
| 3Y | -99.7% | -53.9% | -45.8% | -99.7% |
| 5Y | -99.9% | -90.3% | -9.7% | -99.9% |
| All | -100.0% | -78.3% | -21.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling