-100.0%
SOXS vs T
+103.6%
-203.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | +0.2% |
| 7D | -16.6% | -3.1% | -13.5% | -13.2% |
| 30D | -4.4% | +4.6% | -8.9% | -8.4% |
| 3M | -26.2% | +12.2% | -38.5% | -32.7% |
| 6M | -99.3% | -6.5% | -92.8% | -99.1% |
| YTD | -99.5% | +4.9% | -104.4% | -99.5% |
| 1Y | -99.8% | -10.5% | -89.3% | -99.7% |
| All | -100.0% | +103.6% | -203.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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