-100.0%
SOXS vs TECH
-42.4%
-57.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.8% |
| 7D | -9.4% | -0.5% | -8.9% | -9.9% |
| 30D | +6.2% | 0.0% | +6.1% | +6.2% |
| 3M | -28.0% | +37.4% | -65.5% | +7.8% |
| 6M | -99.2% | +36.9% | -136.0% | -98.9% |
| YTD | -99.5% | +23.1% | -122.6% | -99.4% |
| 1Y | -99.7% | +42.2% | -142.0% | -99.6% |
| 3Y | -100.0% | +1.9% | -101.9% | -100.0% |
| 5Y | -100.0% | -42.9% | -57.1% | -100.0% |
| All | -100.0% | -42.4% | -57.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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