-100.0%
SOXS vs SO
+456.0%
-556.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.7% | -9.5% | -10.8% |
| 7D | -7.0% | -0.2% | -6.8% | -7.2% |
| 30D | +2.8% | -4.6% | +7.4% | -1.1% |
| 3M | -9.8% | -3.0% | -6.8% | -14.5% |
| 6M | -99.2% | -8.3% | -90.9% | -99.3% |
| YTD | -99.5% | +3.5% | -103.0% | -99.5% |
| 1Y | -99.8% | -0.9% | -98.9% | -99.8% |
| 3Y | -100.0% | +45.4% | -145.3% | -100.0% |
| 5Y | -100.0% | +59.6% | -159.6% | -100.0% |
| 10Y | -100.0% | +156.6% | -256.6% | -100.0% |
| All | -100.0% | +456.0% | -556.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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