-99.8%
SOXS vs SNOW
+51.4%
-151.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -5.4% | -4.8% | -11.5% |
| 7D | -7.0% | +2.8% | -9.8% | -6.2% |
| 30D | +2.8% | +6.4% | -3.6% | +4.9% |
| 3M | -9.8% | +38.1% | -47.9% | -2.0% |
| 6M | -99.2% | +100.4% | -199.6% | -98.8% |
| YTD | -99.5% | +53.7% | -153.2% | -99.4% |
| 1Y | -99.8% | +52.0% | -151.7% | -99.7% |
| All | -99.8% | +51.4% | -151.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling