-100.0%
SOXS vs SNPS
+1,632.3%
-1,732.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.8% |
| 7D | -15.6% | -5.5% | -10.1% | -25.8% |
| 30D | +4.8% | -5.8% | +10.5% | -6.8% |
| 3M | -21.6% | -17.2% | -4.4% | -44.4% |
| 6M | -99.3% | -10.4% | -89.0% | -99.0% |
| YTD | -99.5% | -16.5% | -83.0% | -99.3% |
| 1Y | -99.8% | -35.6% | -64.1% | -99.9% |
| 3Y | -100.0% | -14.6% | -85.4% | -100.0% |
| 5Y | -100.0% | +16.5% | -116.5% | -100.0% |
| 10Y | -100.0% | +556.6% | -656.6% | -100.0% |
| All | -100.0% | +1,632.3% | -1,732.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling