-100.0%
SOXS vs SPY
+794.8%
-894.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -7.3% |
| 7D | -15.6% | +0.5% | -16.1% | -13.9% |
| 30D | +4.8% | -0.9% | +5.7% | +0.7% |
| 3M | -21.6% | +3.9% | -25.5% | +7.1% |
| 6M | -99.3% | +14.5% | -113.9% | -97.6% |
| YTD | -99.5% | +12.9% | -112.4% | -98.3% |
| 1Y | -99.8% | +19.4% | -119.1% | -98.9% |
| 3Y | -100.0% | +78.5% | -178.4% | -98.9% |
| 5Y | -100.0% | +81.8% | -181.7% | -99.4% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +794.8% | -894.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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