-100.0%
SOXS vs SNPS
+18.4%
-118.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +9.7% |
| 7D | -9.4% | -4.6% | -4.8% | -17.3% |
| 30D | +6.2% | -3.3% | +9.5% | +1.0% |
| 3M | -28.0% | -13.8% | -14.3% | -41.6% |
| 6M | -99.2% | -8.2% | -91.0% | -98.8% |
| YTD | -99.5% | -15.4% | -84.0% | -99.3% |
| 1Y | -99.7% | +2.4% | -102.2% | -99.5% |
| 3Y | -100.0% | -13.5% | -86.5% | -99.9% |
| 5Y | -100.0% | +19.5% | -119.5% | -99.9% |
| All | -100.0% | +18.4% | -118.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling