-91.6%
SOXS vs SNOW
+7.5%
-99.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +8.4% |
| 7D | +46.7% | -14.5% | +61.2% | +42.7% |
| 30D | +97.0% | -14.3% | +111.2% | +92.7% |
| 3M | +39.5% | -8.3% | +47.8% | +38.0% |
| 6M | -54.9% | +101.5% | -156.4% | -49.5% |
| YTD | -90.4% | +32.5% | -122.9% | -91.9% |
| 1Y | -91.6% | +9.5% | -101.1% | -93.9% |
| All | -91.6% | +7.5% | -99.1% | -93.9% |
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