-93.1%
SOXS vs USFD
+50.4%
-143.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.8% |
| 7D | -43.7% | +1.3% | -45.0% | -43.6% |
| 30D | +22.2% | +10.6% | +11.6% | +22.1% |
| 3M | +13.0% | -2.4% | +15.4% | +11.9% |
| 6M | -47.7% | +28.9% | -76.6% | -43.3% |
| YTD | -92.5% | +43.7% | -136.2% | -90.3% |
| 1Y | -93.1% | +48.5% | -141.6% | -90.6% |
| All | -93.1% | +50.4% | -143.5% | -90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling