-100.0%
SOXS vs SPYM
+76.9%
-176.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -2.0% |
| 7D | -4.7% | -1.0% | -3.7% | -10.7% |
| 30D | +7.7% | -1.3% | +9.1% | -0.8% |
| 3M | -10.2% | +3.6% | -13.8% | +29.8% |
| 6M | -99.2% | +13.3% | -112.5% | -96.1% |
| YTD | -99.5% | +12.4% | -112.0% | -97.6% |
| 1Y | -99.8% | +17.3% | -117.0% | -98.3% |
| 3Y | -100.0% | +76.8% | -176.7% | -97.0% |
| All | -100.0% | +76.9% | -176.9% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling