-100.0%
SOXS vs SPMO
+566.1%
-666.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -3.5% |
| 7D | -4.7% | -0.9% | -3.8% | -7.7% |
| 30D | +7.7% | -1.9% | +9.7% | +3.7% |
| 3M | -10.2% | -1.4% | -8.8% | +22.3% |
| 6M | -99.2% | +25.5% | -124.7% | -89.6% |
| YTD | -99.5% | +24.8% | -124.4% | -93.4% |
| 1Y | -99.8% | +24.5% | -124.3% | -96.3% |
| 3Y | -100.0% | +157.1% | -257.1% | -91.0% |
| 5Y | -100.0% | +149.5% | -249.5% | -97.3% |
| 10Y | -100.0% | +518.1% | -618.1% | -99.9% |
| All | -100.0% | +566.1% | -666.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling