-100.0%
SOXS vs SONY
+42.2%
-142.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -3.8% |
| 7D | -4.7% | -2.7% | -2.1% | -7.8% |
| 30D | +7.7% | +1.5% | +6.2% | +8.7% |
| 3M | -10.2% | +13.0% | -23.2% | -3.4% |
| 6M | -99.2% | +11.2% | -110.4% | -99.1% |
| YTD | -99.5% | -6.6% | -92.9% | -99.6% |
| 1Y | -99.8% | -18.1% | -81.6% | -99.8% |
| 3Y | -100.0% | +42.1% | -142.1% | -100.0% |
| All | -100.0% | +42.2% | -142.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling