-100.0%
SOXS vs SOXX
+3,773.5%
-3,873.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | +0.1% |
| 7D | -4.7% | +1.4% | -6.1% | +0.1% |
| 30D | +7.7% | -3.6% | +11.3% | +1.6% |
| 3M | -10.2% | -10.2% | 0.0% | +3.8% |
| 6M | -99.2% | +54.2% | -153.4% | -74.0% |
| YTD | -99.5% | +75.2% | -174.7% | -73.4% |
| 1Y | -99.8% | +107.5% | -207.3% | -72.5% |
| 3Y | -100.0% | +226.8% | -326.7% | -62.3% |
| 5Y | -100.0% | +251.2% | -351.2% | -58.4% |
| 10Y | -100.0% | +1,567.6% | -1,667.6% | -57.7% |
| All | -100.0% | +3,773.5% | -3,873.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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