-100.0%
SOXS vs SNOW
+98.3%
-198.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +7.8% |
| 7D | -9.4% | -7.5% | -1.9% | -13.7% |
| 30D | +6.2% | -1.3% | +7.5% | +5.8% |
| 3M | -28.0% | +37.4% | -65.5% | -11.9% |
| 6M | -99.2% | +88.1% | -187.2% | -98.3% |
| YTD | -99.5% | +50.3% | -149.8% | -99.1% |
| 1Y | -99.7% | +46.0% | -145.7% | -99.5% |
| All | -100.0% | +98.3% | -198.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling