-100.0%
SOXS vs T
+275.5%
-375.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.1% |
| 7D | -28.4% | +2.5% | -31.0% | -26.5% |
| 30D | +19.4% | -3.8% | +23.2% | +13.8% |
| 3M | +28.2% | -8.7% | +36.9% | +14.7% |
| 6M | -37.7% | -8.1% | -29.6% | -47.4% |
| YTD | -91.6% | -6.4% | -85.2% | -93.0% |
| 1Y | -93.1% | -9.8% | -83.3% | -94.5% |
| 3Y | -99.7% | +65.5% | -165.2% | -99.5% |
| 5Y | -99.9% | +57.0% | -156.9% | -99.9% |
| 10Y | -100.0% | +60.8% | -160.8% | -100.0% |
| All | -100.0% | +275.5% | -375.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling