-100.0%
SOXS vs T
+328.5%
-428.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -5.2% |
| 7D | -15.6% | -1.5% | -14.0% | -17.0% |
| 30D | +4.8% | +7.6% | -2.9% | +11.2% |
| 3M | -21.6% | +15.3% | -36.9% | -15.8% |
| 6M | -99.3% | -8.5% | -90.9% | -99.6% |
| YTD | -99.5% | +6.8% | -106.3% | -99.6% |
| 1Y | -99.8% | -7.2% | -92.5% | -99.9% |
| 3Y | -100.0% | +108.2% | -208.2% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.0% | -100.0% |
| 10Y | -100.0% | +65.3% | -165.3% | -100.0% |
| All | -100.0% | +328.5% | -428.5% | -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