-100.0%
SOXS vs SNAP
-77.2%
-22.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.0% | -6.2% | -12.4% |
| 7D | -7.0% | +0.7% | -7.7% | -6.6% |
| 30D | +2.8% | +2.6% | +0.2% | +4.1% |
| 3M | -9.8% | -9.9% | 0.0% | -11.6% |
| 6M | -99.2% | +1.9% | -101.0% | -99.1% |
| YTD | -99.5% | -32.2% | -67.3% | -99.5% |
| 1Y | -99.8% | -22.8% | -76.9% | -99.8% |
| 3Y | -100.0% | -47.6% | -52.4% | -100.0% |
| 5Y | -100.0% | -92.7% | -7.3% | -100.0% |
| All | -100.0% | -77.2% | -22.8% | -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