-100.0%
SOXS vs SPOT
+218.6%
-318.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -7.2% |
| 7D | -15.6% | -2.9% | -12.7% | -18.1% |
| 30D | +4.8% | +8.3% | -3.5% | +10.2% |
| 3M | -21.6% | +5.1% | -26.7% | -23.1% |
| 6M | -99.3% | -6.5% | -92.9% | -99.2% |
| YTD | -99.5% | -9.0% | -90.6% | -99.5% |
| 1Y | -99.8% | -26.4% | -73.4% | -99.8% |
| 3Y | -100.0% | +240.0% | -340.0% | -99.9% |
| 5Y | -100.0% | +111.7% | -211.7% | -100.0% |
| All | -100.0% | +218.6% | -318.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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