-100.0%
SOXS vs T
+66.5%
-166.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +7.7% |
| 7D | -9.4% | -2.4% | -7.0% | -8.8% |
| 30D | +6.2% | +4.3% | +1.9% | +5.4% |
| 3M | -28.0% | +11.6% | -39.6% | -29.6% |
| 6M | -99.2% | -5.6% | -93.6% | -99.2% |
| YTD | -99.5% | +6.6% | -106.1% | -99.5% |
| 1Y | -99.7% | -8.4% | -91.4% | -99.8% |
| 3Y | -100.0% | +107.8% | -207.8% | -100.0% |
| 5Y | -100.0% | +68.3% | -168.3% | -100.0% |
| All | -100.0% | +66.5% | -166.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling