-100.0%
SOXS vs SSNC
+49.3%
-149.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.3% |
| 7D | -4.7% | -4.0% | -0.7% | -7.5% |
| 30D | +7.7% | +0.5% | +7.2% | +7.9% |
| 3M | -10.2% | +18.9% | -29.1% | -4.7% |
| 6M | -99.2% | +10.8% | -110.0% | -99.4% |
| YTD | -99.5% | -7.1% | -92.4% | -99.7% |
| 1Y | -99.8% | -9.6% | -90.1% | -99.9% |
| 3Y | -100.0% | +51.1% | -151.0% | -100.0% |
| All | -100.0% | +49.3% | -149.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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