-100.0%
SOXS vs TROW
-39.3%
-60.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -8.1% |
| 7D | -4.7% | -3.2% | -1.6% | -11.4% |
| 30D | +7.7% | -4.6% | +12.3% | -3.1% |
| 3M | -10.2% | -0.7% | -9.5% | -11.9% |
| 6M | -99.2% | +22.2% | -121.4% | -98.5% |
| YTD | -99.5% | +6.6% | -106.2% | -99.3% |
| 1Y | -99.8% | +5.8% | -105.6% | -99.6% |
| 3Y | -100.0% | +11.6% | -111.6% | -99.9% |
| All | -100.0% | -39.3% | -60.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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