-100.0%
SOXS vs TROW
+255.6%
-355.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.7% |
| 7D | -9.4% | -3.0% | -6.4% | -15.1% |
| 30D | +6.2% | -5.5% | +11.6% | -5.7% |
| 3M | -28.0% | +2.3% | -30.3% | -24.2% |
| 6M | -99.2% | +23.9% | -123.1% | -98.5% |
| YTD | -99.5% | +7.9% | -107.4% | -99.3% |
| 1Y | -99.7% | +6.1% | -105.9% | -99.6% |
| 3Y | -100.0% | +13.8% | -113.8% | -99.9% |
| 5Y | -100.0% | -38.2% | -61.8% | -100.0% |
| 10Y | -100.0% | +131.3% | -231.3% | -100.0% |
| All | -100.0% | +255.6% | -355.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling