-100.0%
SOXS vs SNY
+9.4%
-109.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | -4.7% | -3.3% | -1.4% | -5.9% |
| 30D | +7.7% | -2.2% | +9.9% | +6.8% |
| 3M | -10.2% | -3.0% | -7.1% | -12.6% |
| 6M | -99.2% | +2.7% | -101.9% | -99.2% |
| YTD | -99.5% | -6.8% | -92.7% | -99.6% |
| 1Y | -99.8% | -5.3% | -94.5% | -99.8% |
| 3Y | -100.0% | -9.8% | -90.2% | -100.0% |
| All | -100.0% | +9.4% | -109.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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