-100.0%
SOXS vs SPYM
+796.2%
-896.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -3.8% |
| 7D | -16.6% | -0.4% | -16.2% | -18.2% |
| 30D | -4.4% | -1.4% | -3.0% | -9.6% |
| 3M | -26.2% | +3.7% | -30.0% | -1.5% |
| 6M | -99.3% | +13.0% | -112.3% | -97.6% |
| YTD | -99.5% | +12.5% | -112.0% | -98.5% |
| 1Y | -99.8% | +18.6% | -118.4% | -99.0% |
| 3Y | -100.0% | +78.0% | -178.0% | -99.1% |
| 5Y | -100.0% | +82.3% | -182.3% | -99.6% |
| 10Y | -100.0% | +322.9% | -422.9% | -100.0% |
| All | -100.0% | +796.2% | -896.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling