-100.0%
SOXS vs SONY
+253.3%
-353.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.4% |
| 7D | -16.6% | -4.9% | -11.7% | -22.3% |
| 30D | -4.4% | -1.6% | -2.8% | -7.6% |
| 3M | -26.2% | +10.0% | -36.2% | -21.8% |
| 6M | -99.3% | +8.4% | -107.7% | -99.2% |
| YTD | -99.5% | -8.4% | -91.1% | -99.6% |
| 1Y | -99.8% | -18.4% | -81.4% | -99.8% |
| 3Y | -100.0% | +41.0% | -140.9% | -100.0% |
| 5Y | -100.0% | +9.3% | -109.3% | -100.0% |
| 10Y | -100.0% | +281.7% | -381.7% | -100.0% |
| All | -100.0% | +253.3% | -353.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling