-100.0%
SOXS vs TECH
+422.7%
-522.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -5.1% |
| 7D | -15.6% | +0.2% | -15.8% | -15.4% |
| 30D | +4.8% | +0.1% | +4.6% | +5.0% |
| 3M | -21.6% | +37.5% | -59.1% | +27.6% |
| 6M | -99.3% | +34.6% | -133.9% | -99.1% |
| YTD | -99.5% | +23.5% | -123.0% | -99.4% |
| 1Y | -99.8% | +34.4% | -134.2% | -99.7% |
| 3Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 5Y | -100.0% | -41.7% | -58.3% | -100.0% |
| 10Y | -100.0% | +177.6% | -277.6% | -100.0% |
| All | -100.0% | +422.7% | -522.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling