-100.0%
SOXS vs SSNC
+1,021.3%
-1,121.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -3.9% |
| 7D | -16.6% | -3.9% | -12.7% | -21.8% |
| 30D | -4.4% | -0.2% | -4.2% | -5.6% |
| 3M | -26.2% | +15.9% | -42.2% | -18.1% |
| 6M | -99.3% | +7.5% | -106.7% | -99.4% |
| YTD | -99.5% | -8.2% | -91.3% | -99.7% |
| 1Y | -99.8% | -9.3% | -90.4% | -99.9% |
| 3Y | -100.0% | +48.5% | -148.4% | -100.0% |
| 5Y | -100.0% | +16.0% | -116.0% | -100.0% |
| 10Y | -100.0% | +169.2% | -269.2% | -100.0% |
| All | -100.0% | +1,021.3% | -1,121.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling