-91.6%
SOXS vs VALE
+3.0%
-94.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.7% | +14.8% |
| 7D | +46.7% | -0.3% | +47.0% | +43.4% |
| 30D | +97.0% | -19.2% | +116.2% | +36.7% |
| 3M | +39.5% | -20.7% | +60.3% | -5.8% |
| 6M | -54.9% | -25.8% | -29.2% | -69.3% |
| YTD | -90.4% | -9.8% | -80.6% | -90.6% |
| 1Y | -91.6% | +3.7% | -95.3% | -86.5% |
| All | -91.6% | +3.0% | -94.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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