-100.0%
SOXS vs USFD
+359.1%
-459.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | -0.4% |
| 7D | -43.7% | +1.3% | -45.0% | -42.6% |
| 30D | +22.2% | +10.6% | +11.6% | +33.9% |
| 3M | +13.0% | -2.4% | +15.4% | +10.1% |
| 6M | -47.7% | +28.9% | -76.6% | -34.3% |
| YTD | -92.5% | +43.7% | -136.2% | -89.1% |
| 1Y | -93.1% | +48.5% | -141.6% | -89.6% |
| 3Y | -99.7% | +154.7% | -254.4% | -99.1% |
| 5Y | -99.9% | +218.4% | -318.3% | -99.6% |
| All | -100.0% | +359.1% | -459.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling