-91.6%
SOXS vs SPMO
+11.0%
-102.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +4.4% |
| 7D | +46.7% | -8.9% | +55.5% | -4.8% |
| 30D | +97.0% | -13.8% | +110.8% | +2.7% |
| 3M | +39.5% | -12.5% | +52.1% | -14.0% |
| 6M | -54.9% | -1.5% | -53.5% | -12.5% |
| YTD | -90.4% | +11.3% | -101.7% | -60.0% |
| 1Y | -91.6% | +11.5% | -103.1% | -62.5% |
| All | -91.6% | +11.0% | -102.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling