-100.0%
SOXS vs SOFI
+37.6%
-137.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.1% |
| 7D | -4.7% | -4.9% | +0.2% | -8.0% |
| 30D | +7.7% | -3.5% | +11.2% | +6.4% |
| 3M | -10.2% | +3.9% | -14.1% | -0.8% |
| 6M | -99.2% | -6.5% | -92.7% | -98.9% |
| YTD | -99.5% | -33.8% | -65.7% | -99.5% |
| 1Y | -99.8% | -33.3% | -66.5% | -99.7% |
| 3Y | -100.0% | +94.6% | -194.6% | -99.9% |
| 5Y | -100.0% | +13.3% | -113.3% | -100.0% |
| All | -100.0% | +37.6% | -137.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 SOFI 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